+90.3%
FOXA vs LII
+71.4%
+18.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -0.6% | +2.1% | -2.7% | -1.3% |
| 30D | +2.3% | -12.4% | +14.7% | +6.1% |
| 3M | -2.8% | -24.8% | +22.0% | +3.6% |
| 6M | +9.6% | -25.2% | +34.8% | +16.1% |
| YTD | -9.9% | -20.3% | +10.4% | -7.2% |
| 1Y | +5.4% | -32.9% | +38.3% | +14.9% |
| 3Y | +115.3% | +2.0% | +113.2% | +91.4% |
| 5Y | +93.1% | +24.4% | +68.6% | +54.5% |
| All | +90.3% | +71.4% | +18.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling