+1,062.8%
LITE vs FSLY
-26.3%
+1,089.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +5.1% |
| 7D | -35.9% | -31.4% | -4.5% | -31.1% |
| 30D | -51.5% | -37.3% | -14.2% | -47.0% |
| 3M | -35.7% | -30.1% | -5.6% | -32.2% |
| 6M | -43.0% | -49.8% | +6.8% | -37.7% |
| YTD | +46.1% | +55.7% | -9.6% | +25.2% |
| 1Y | +124.7% | +44.5% | +80.2% | +95.2% |
| 3Y | +1,172.1% | -4.3% | +1,176.4% | +985.0% |
| 5Y | +477.0% | -68.2% | +545.2% | +425.3% |
| All | +1,062.8% | -26.3% | +1,089.0% | +675.2% |
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