+86.9%
FOXA vs LSCC
+82.7%
+4.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | -5.4% | +1.4% | -6.8% | -5.6% |
| 30D | +1.1% | -10.0% | +11.2% | +2.2% |
| 3M | -6.1% | -16.1% | +10.0% | -5.1% |
| 6M | +8.2% | +27.4% | -19.1% | +3.1% |
| YTD | -11.8% | +56.9% | -68.7% | -18.9% |
| 1Y | +9.9% | +74.6% | -64.7% | -0.9% |
| 3Y | +110.7% | +26.0% | +84.8% | +92.6% |
| 5Y | +86.9% | +86.1% | +0.8% | +45.1% |
| All | +86.9% | +82.7% | +4.2% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling