+75.8%
FOXA vs LTH
+143.1%
-67.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | +8.6% | +17.7% | -9.1% | +5.7% |
| 3M | +9.9% | +8.5% | +1.4% | +8.3% |
| 6M | +0.8% | +46.9% | -46.1% | -5.8% |
| YTD | -6.1% | +78.8% | -84.9% | -15.7% |
| 1Y | +3.3% | +84.9% | -81.6% | -7.9% |
| 3Y | +133.5% | +246.4% | -112.9% | +84.9% |
| 5Y | +75.8% | +129.6% | -53.7% | +38.7% |
| All | +75.8% | +143.1% | -67.2% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling