+77.7%
FOXA vs LII
+23.0%
+54.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.1% |
| 7D | +7.9% | -1.2% | +9.0% | +8.1% |
| 30D | +8.5% | -2.0% | +10.4% | +8.7% |
| 3M | +6.2% | -20.2% | +26.4% | +10.6% |
| 6M | +8.0% | -32.5% | +40.6% | +14.9% |
| YTD | -6.5% | -27.4% | +20.9% | -3.2% |
| 1Y | +3.6% | -28.2% | +31.7% | +7.4% |
| 3Y | +136.0% | -7.2% | +143.3% | +120.0% |
| 5Y | +77.7% | +19.9% | +57.8% | +45.5% |
| All | +77.7% | +23.0% | +54.7% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling