+181.9%
LIN vs FSLY
-4.2%
+186.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.8% |
| 7D | -2.1% | -10.6% | +8.5% | -1.5% |
| 30D | -2.4% | -20.9% | +18.5% | -1.5% |
| 3M | -5.6% | +3.4% | -9.0% | -6.3% |
| 6M | -3.4% | +2.7% | -6.1% | -5.7% |
| YTD | +13.1% | +102.3% | -89.2% | +4.4% |
| 1Y | +2.5% | +182.1% | -179.6% | -8.4% |
| 3Y | +27.6% | -14.6% | +42.2% | +19.6% |
| 5Y | +63.0% | -55.9% | +118.9% | +51.0% |
| All | +181.9% | -4.2% | +186.1% | +114.3% |
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