+1,408.5%
LITE vs FSLY
-6.2%
+1,414.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +10.5% |
| 7D | -12.9% | -22.4% | +9.5% | -8.0% |
| 30D | -46.0% | -45.5% | -0.5% | -38.8% |
| 3M | -33.0% | -30.4% | -2.6% | -28.7% |
| 6M | -34.0% | -22.1% | -12.0% | -31.6% |
| YTD | +61.7% | +57.0% | +4.8% | +39.5% |
| 1Y | +148.3% | +38.2% | +110.1% | +120.4% |
| 3Y | +1,408.5% | -2.5% | +1,411.0% | +1,050.8% |
| All | +1,408.5% | -6.2% | +1,414.7% | +1,050.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling