+90.8%
FOXA vs LSCC
+791.5%
-700.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.0% | -5.4% | -3.6% |
| 7D | -4.0% | +1.3% | -5.3% | -4.1% |
| 30D | +12.0% | -9.7% | +21.7% | +13.3% |
| 3M | +0.3% | -23.7% | +24.0% | +2.8% |
| 6M | +12.5% | +26.5% | -14.0% | +6.6% |
| YTD | -9.6% | +57.5% | -67.1% | -17.6% |
| 1Y | +8.6% | +75.7% | -67.1% | -3.2% |
| 3Y | +118.5% | +19.5% | +99.1% | +98.8% |
| 5Y | +88.8% | +83.8% | +5.0% | +51.4% |
| All | +90.8% | +791.5% | -700.7% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling