+96.5%
FOXA vs LII
+55.4%
+41.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +7.9% | -2.4% | +10.3% | +8.5% |
| 3M | +6.7% | -17.5% | +24.2% | +12.3% |
| 6M | +7.5% | -32.8% | +40.3% | +17.9% |
| YTD | -6.9% | -27.7% | +20.8% | -1.7% |
| 1Y | +2.2% | -28.1% | +30.3% | +8.0% |
| 3Y | +131.4% | -9.7% | +141.1% | +113.7% |
| 5Y | +76.2% | +19.5% | +56.7% | +40.7% |
| All | +96.5% | +55.4% | +41.1% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling