+92.4%
FOXA vs LEN
+87.0%
+5.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.6% |
| 7D | +0.8% | -4.8% | +5.6% | +2.1% |
| 30D | +5.0% | -6.6% | +11.6% | +6.9% |
| 3M | -3.0% | -15.7% | +12.6% | +1.2% |
| 6M | +14.8% | -16.6% | +31.4% | +19.5% |
| YTD | -8.9% | -21.3% | +12.4% | -4.2% |
| 1Y | +13.3% | -42.0% | +55.4% | +29.3% |
| 3Y | +115.4% | -27.9% | +143.3% | +122.8% |
| 5Y | +95.3% | -10.7% | +106.0% | +82.6% |
| All | +92.4% | +87.0% | +5.4% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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