+207.7%
LIN vs FSLY
-28.5%
+236.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -26.9% | +26.2% | +0.7% |
| 7D | +3.6% | -40.0% | +43.6% | +6.1% |
| 30D | +6.4% | -39.7% | +46.1% | +8.7% |
| 3M | +6.5% | -40.9% | +47.4% | +8.3% |
| 6M | +4.9% | -52.5% | +57.3% | +7.1% |
| YTD | +23.4% | +51.1% | -27.6% | +14.7% |
| 1Y | +26.3% | +90.6% | -64.3% | +14.9% |
| 3Y | +38.0% | -12.4% | +50.4% | +27.4% |
| 5Y | +68.0% | -69.1% | +137.1% | +57.8% |
| All | +207.7% | -28.5% | +236.1% | +135.5% |
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