+335.3%
LNG vs FSLY
+7.7%
+327.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -4.7% | +12.5% | -17.2% | -5.1% |
| 30D | +3.8% | -18.8% | +22.6% | +4.4% |
| 3M | +16.2% | +22.7% | -6.5% | +14.9% |
| 6M | +11.7% | -3.7% | +15.4% | +10.6% |
| YTD | +44.2% | +127.5% | -83.3% | +37.7% |
| 1Y | +18.6% | +193.5% | -175.0% | +11.7% |
| 3Y | +77.4% | -1.3% | +78.7% | +70.0% |
| 5Y | +232.3% | -47.3% | +279.6% | +213.9% |
| All | +335.3% | +7.7% | +327.6% | +262.5% |
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