+1,175.0%
LLY vs FSLY
-26.3%
+1,201.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -0.9% |
| 7D | -4.5% | -31.4% | +26.9% | -3.7% |
| 30D | +13.9% | -37.3% | +51.2% | +15.0% |
| 3M | +13.8% | -30.1% | +43.9% | +14.1% |
| 6M | +37.6% | -49.8% | +87.4% | +38.8% |
| YTD | +26.6% | +55.7% | -29.1% | +21.9% |
| 1Y | +45.3% | +44.5% | +0.9% | +40.2% |
| 3Y | +132.2% | -4.3% | +136.6% | +123.4% |
| 5Y | +434.7% | -68.2% | +502.8% | +422.9% |
| All | +1,175.0% | -26.3% | +1,201.3% | +1,000.1% |
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