+1,563.7%
LITE vs FSLY
-13.5%
+1,577.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.5% |
| 7D | -1.5% | -10.6% | +9.1% | +0.5% |
| 30D | +6.7% | -20.9% | +27.6% | +10.1% |
| 3M | -6.8% | +3.4% | -10.2% | -8.6% |
| 6M | +29.4% | +2.7% | +26.7% | +22.6% |
| YTD | +139.1% | +102.3% | +36.8% | +93.0% |
| 1Y | +521.0% | +182.1% | +338.9% | +355.2% |
| All | +1,563.7% | -13.5% | +1,577.2% | +1,151.3% |
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 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