+90.8%
FOXA vs LII
+73.8%
+17.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.5% | -3.7% |
| 7D | -4.0% | -0.7% | -3.2% | -3.8% |
| 30D | +12.0% | -12.6% | +24.6% | +16.2% |
| 3M | +0.3% | -24.4% | +24.7% | +6.7% |
| 6M | +12.5% | -28.7% | +41.2% | +21.1% |
| YTD | -9.6% | -19.1% | +9.5% | -7.3% |
| 1Y | +8.6% | -29.7% | +38.3% | +16.5% |
| 3Y | +118.5% | +4.8% | +113.8% | +92.4% |
| 5Y | +88.8% | +24.6% | +64.2% | +51.4% |
| All | +90.8% | +73.8% | +17.1% | +10.7% |
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