+958.3%
LLY vs FSLY
0.0%
+958.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.6% | -2.3% |
| 7D | -3.1% | +3.5% | -6.6% | -3.2% |
| 30D | -5.1% | -6.4% | +1.3% | -5.1% |
| 3M | -2.1% | +10.9% | -12.9% | -2.6% |
| 6M | +13.8% | +6.7% | +7.1% | +12.4% |
| YTD | +5.1% | +111.1% | -106.0% | +0.8% |
| 1Y | +53.1% | +185.8% | -132.7% | +45.1% |
| 3Y | +95.6% | -6.6% | +102.2% | +89.5% |
| 5Y | +361.5% | -52.4% | +413.9% | +347.4% |
| All | +958.3% | 0.0% | +958.4% | +809.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling