+1,244.0%
LLY vs FSLY
-20.0%
+1,264.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +4.6% | +11.8% | -7.2% | +4.3% |
| 30D | +22.4% | -36.5% | +58.9% | +23.5% |
| 3M | +17.1% | -39.7% | +56.9% | +18.1% |
| 6M | +44.6% | -9.7% | +54.3% | +43.8% |
| YTD | +33.5% | +68.9% | -35.4% | +28.2% |
| 1Y | +41.1% | +44.5% | -3.3% | +36.2% |
| 3Y | +143.8% | +4.8% | +138.9% | +133.9% |
| 5Y | +473.4% | -66.0% | +539.4% | +460.0% |
| All | +1,244.0% | -20.0% | +1,264.0% | +1,057.1% |
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