+5.4%
FOXA vs LSCC
+75.5%
-70.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -0.6% | +5.2% | -5.8% | -0.5% |
| 30D | +2.3% | -9.6% | +12.0% | +2.0% |
| 3M | -2.8% | -17.8% | +14.9% | -3.2% |
| 6M | +9.6% | +37.4% | -27.8% | +8.8% |
| YTD | -9.9% | +59.7% | -69.6% | -11.8% |
| 1Y | +5.4% | +76.2% | -70.8% | -0.1% |
| All | +5.4% | +75.5% | -70.1% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling