+77.1%
LNG vs FSLY
-0.4%
+77.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.5% | +7.5% | -12.0% | -4.6% |
| 30D | +4.7% | -21.1% | +25.8% | +5.2% |
| 3M | +15.1% | +21.8% | -6.6% | +14.3% |
| 6M | +13.6% | -0.1% | +13.7% | +12.9% |
| YTD | +44.0% | +123.1% | -79.1% | +40.7% |
| 1Y | +18.4% | +208.6% | -190.2% | +14.3% |
| All | +77.1% | -0.4% | +77.5% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling