+331.7%
LNG vs FSLY
0.0%
+331.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.4% | -9.8% | -5.6% |
| 7D | -6.2% | +3.5% | -9.6% | -6.3% |
| 30D | +8.0% | -6.4% | +14.4% | +8.0% |
| 3M | +16.9% | +10.9% | +6.0% | +16.1% |
| 6M | +8.7% | +6.7% | +2.0% | +7.2% |
| YTD | +43.0% | +111.1% | -68.1% | +36.9% |
| 1Y | +19.4% | +185.8% | -166.3% | +12.5% |
| 3Y | +74.7% | -6.6% | +81.3% | +67.7% |
| 5Y | +222.4% | -52.4% | +274.8% | +205.6% |
| All | +331.7% | 0.0% | +331.7% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling