+8.6%
FOXA vs LTH
+54.1%
-45.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -4.0% | -0.6% | -3.3% | -3.9% |
| 30D | +12.0% | -4.6% | +16.6% | +12.4% |
| 3M | +0.3% | +32.8% | -32.6% | -2.6% |
| 6M | +12.5% | +64.6% | -52.1% | +5.6% |
| YTD | -9.6% | +62.6% | -72.3% | -14.5% |
| 1Y | +8.6% | +49.9% | -41.4% | +10.6% |
| All | +8.6% | +54.1% | -45.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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