+483.3%
LLY vs FSLY
-67.3%
+550.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +1.3% |
| 7D | +6.7% | +4.9% | +1.9% | +6.6% |
| 30D | +19.6% | -33.5% | +53.1% | +20.2% |
| 3M | +19.7% | -44.6% | +64.3% | +20.6% |
| 6M | +42.7% | -9.2% | +52.0% | +41.9% |
| YTD | +35.1% | +63.3% | -28.1% | +31.0% |
| 1Y | +42.2% | +45.3% | -3.1% | +38.2% |
| 3Y | +140.8% | +3.7% | +137.0% | +133.8% |
| All | +483.3% | -67.3% | +550.6% | +458.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling