+61.3%
FOXA vs LTH
+152.0%
-90.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | -5.4% | -4.0% | -1.4% | -4.8% |
| 30D | +1.1% | -1.7% | +2.8% | +1.4% |
| 3M | -6.1% | +28.0% | -34.1% | -10.0% |
| 6M | +8.2% | +54.1% | -45.8% | -0.1% |
| YTD | -11.8% | +57.1% | -68.9% | -18.9% |
| 1Y | +9.9% | +45.8% | -35.9% | +2.2% |
| 3Y | +110.7% | +157.6% | -46.8% | +75.2% |
| All | +61.3% | +152.0% | -90.7% | +29.8% |
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