+1,188.0%
LITE vs FSLY
-22.7%
+1,210.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.9% |
| 7D | +10.8% | +4.9% | +5.9% | +9.9% |
| 30D | -33.4% | -33.5% | +0.1% | -27.9% |
| 3M | -32.2% | -44.6% | +12.4% | -25.0% |
| 6M | -42.1% | -9.2% | -32.9% | -41.8% |
| YTD | +61.9% | +63.3% | -1.4% | +37.6% |
| 1Y | +163.0% | +45.3% | +117.7% | +128.3% |
| 3Y | +1,358.0% | +3.7% | +1,354.3% | +1,127.1% |
| 5Y | +549.9% | -67.2% | +617.1% | +488.8% |
| All | +1,188.0% | -22.7% | +1,210.7% | +752.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling