+120.3%
FOXA vs LSCC
+81.4%
+39.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.1% | -8.7% | -1.9% |
| 7D | +5.4% | +13.0% | -7.6% | +4.8% |
| 30D | +6.3% | -19.8% | +26.1% | +7.2% |
| 3M | +8.3% | -18.4% | +26.7% | +9.1% |
| 6M | +7.6% | -16.1% | +23.7% | +7.3% |
| YTD | -7.9% | +42.7% | -50.7% | -13.1% |
| 1Y | +2.4% | +68.0% | -65.6% | -5.2% |
| 3Y | +120.3% | +85.8% | +34.5% | +84.7% |
| All | +120.3% | +81.4% | +39.0% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling