+112.9%
FOXA vs LEN
-28.8%
+141.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.7% |
| 7D | -3.7% | -7.8% | +4.0% | -2.4% |
| 30D | +5.4% | -11.0% | +16.4% | +7.4% |
| 3M | -3.7% | -12.8% | +9.1% | -1.7% |
| 6M | +12.6% | -20.2% | +32.8% | +16.4% |
| YTD | -10.0% | -23.0% | +13.1% | -6.7% |
| 1Y | +15.0% | -41.8% | +56.9% | +25.8% |
| All | +112.9% | -28.8% | +141.8% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling