+204.2%
LIN vs FSLY
-26.3%
+230.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.3% |
| 7D | +0.2% | -31.4% | +31.6% | +1.9% |
| 30D | +6.5% | -37.3% | +43.8% | +8.5% |
| 3M | +5.5% | -30.1% | +35.6% | +6.3% |
| 6M | +3.3% | -49.8% | +53.1% | +5.2% |
| YTD | +22.0% | +55.7% | -33.7% | +13.2% |
| 1Y | +25.7% | +44.5% | -18.7% | +17.1% |
| 3Y | +36.2% | -4.3% | +40.6% | +25.0% |
| 5Y | +66.1% | -68.2% | +134.2% | +55.7% |
| All | +204.2% | -26.3% | +230.4% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling