+1,802.5%
LITE vs FSLY
-4.2%
+1,806.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +4.4% |
| 7D | -1.5% | -10.6% | +9.1% | +0.3% |
| 30D | +6.7% | -20.9% | +27.6% | +9.7% |
| 3M | -6.8% | +3.4% | -10.2% | -8.4% |
| 6M | +29.4% | +2.7% | +26.7% | +23.2% |
| YTD | +139.1% | +102.3% | +36.8% | +95.4% |
| 1Y | +521.0% | +182.1% | +338.9% | +372.4% |
| 3Y | +1,535.3% | -14.6% | +1,549.8% | +1,306.3% |
| 5Y | +889.8% | -55.9% | +945.7% | +747.4% |
| All | +1,802.5% | -4.2% | +1,806.8% | +1,109.8% |
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 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