+139.3%
FOXA vs LEN
-25.9%
+165.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +2.7% | -5.8% | +8.5% | +3.6% |
| 30D | +10.0% | +13.7% | -3.7% | +7.6% |
| 3M | +5.0% | -3.9% | +8.9% | +5.2% |
| 6M | +3.4% | -0.4% | +3.8% | +2.8% |
| YTD | -5.5% | -16.8% | +11.4% | -3.9% |
| 1Y | +5.5% | -29.5% | +35.0% | +10.5% |
| 3Y | +139.3% | -25.6% | +164.9% | +124.5% |
| All | +139.3% | -25.9% | +165.2% | +124.5% |
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