+13.3%
FOXA vs LH
+14.9%
-1.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | +0.8% | -4.7% | +5.5% | +2.0% |
| 30D | +5.0% | -3.5% | +8.5% | +5.9% |
| 3M | -3.0% | +17.7% | -20.7% | -7.3% |
| 6M | +14.8% | +15.8% | -1.0% | +10.0% |
| YTD | -8.9% | +25.1% | -34.0% | -13.3% |
| 1Y | +13.3% | +12.5% | +0.8% | +8.4% |
| All | +13.3% | +14.9% | -1.6% | +8.4% |
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