+8.9%
FOXA vs LH
+44.2%
-35.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.9% | -0.1% | +2.9% |
| 7D | +9.9% | +2.1% | +7.8% | +9.3% |
| 30D | +10.0% | +19.2% | -9.2% | +5.3% |
| 3M | +18.4% | +18.0% | +0.4% | +13.5% |
| 6M | +12.2% | +46.1% | -33.9% | +1.2% |
| YTD | -3.8% | +47.7% | -51.5% | -11.5% |
| 1Y | +8.9% | +47.2% | -38.3% | +0.1% |
| All | +8.9% | +44.2% | -35.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling