+99.6%
FOXA vs LSCC
+764.2%
-664.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.5% | +9.6% | +4.8% |
| 7D | +2.7% | +7.0% | -4.3% | +1.7% |
| 30D | +10.0% | -2.3% | +12.3% | +9.7% |
| 3M | +5.0% | -12.5% | +17.5% | +5.8% |
| 6M | +3.4% | -10.6% | +14.0% | +2.6% |
| YTD | -5.5% | +52.7% | -58.2% | -14.3% |
| 1Y | +5.5% | +74.0% | -68.4% | -6.3% |
| 3Y | +139.3% | +104.8% | +34.5% | +96.8% |
| 5Y | +77.2% | +36.2% | +40.9% | +48.5% |
| All | +99.6% | +764.2% | -664.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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