+542.4%
LITE vs FSLY
-67.4%
+609.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -13.9% | -22.9% | +9.0% | -9.0% |
| 30D | -46.9% | -44.6% | -2.4% | -40.0% |
| 3M | -28.0% | -41.5% | +13.5% | -20.4% |
| 6M | -35.2% | -20.8% | -14.4% | -33.3% |
| YTD | +58.9% | +59.5% | -0.7% | +33.4% |
| 1Y | +125.3% | +36.1% | +89.2% | +95.7% |
| 3Y | +1,344.4% | -1.0% | +1,345.4% | +1,088.1% |
| All | +542.4% | -67.4% | +609.8% | +454.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling