+93.1%
FOXA vs LII
+25.8%
+67.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -0.6% | +2.1% | -2.7% | -1.1% |
| 30D | +2.3% | -12.4% | +14.7% | +4.9% |
| 3M | -2.8% | -24.8% | +22.0% | +1.5% |
| 6M | +9.6% | -25.2% | +34.8% | +14.0% |
| YTD | -9.9% | -20.3% | +10.4% | -8.2% |
| 1Y | +5.4% | -32.9% | +38.3% | +12.2% |
| 3Y | +115.3% | +2.0% | +113.2% | +97.0% |
| 5Y | +93.1% | +24.4% | +68.6% | +67.1% |
| All | +93.1% | +25.8% | +67.2% | +67.1% |
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