+64.6%
FOXA vs LTH
+150.3%
-85.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | -3.7% | -3.7% | 0.0% | -3.1% |
| 30D | +5.4% | -5.3% | +10.7% | +6.3% |
| 3M | -3.7% | +24.2% | -27.9% | -7.3% |
| 6M | +12.6% | +54.8% | -42.3% | +3.8% |
| YTD | -10.0% | +56.1% | -66.0% | -17.2% |
| 1Y | +15.0% | +45.5% | -30.5% | +6.9% |
| 3Y | +115.1% | +155.9% | -40.8% | +79.0% |
| All | +64.6% | +150.3% | -85.7% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling