+93.0%
FOXA vs LH
+23.7%
+69.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +3.4% |
| 7D | -3.7% | -7.4% | +3.7% | -1.4% |
| 30D | +5.4% | -4.6% | +9.9% | +6.8% |
| 3M | -3.7% | +14.5% | -18.2% | -8.0% |
| 6M | +12.6% | +14.8% | -2.2% | +7.3% |
| YTD | -10.0% | +23.3% | -33.2% | -16.2% |
| 1Y | +15.0% | +13.6% | +1.4% | +9.7% |
| 3Y | +115.1% | +56.3% | +58.8% | +83.2% |
| 5Y | +93.0% | +25.2% | +67.8% | +67.3% |
| All | +93.0% | +23.7% | +69.3% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling