+93.1%
FOXA vs LYB
-4.6%
+97.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +5.0% | +2.5% | +2.6% | +4.3% |
| 3M | -3.0% | +1.4% | -4.4% | -3.7% |
| 6M | +14.8% | -3.5% | +18.3% | +13.8% |
| YTD | -8.9% | +52.0% | -60.9% | -22.3% |
| 1Y | +13.3% | +22.1% | -8.7% | +3.6% |
| 3Y | +115.4% | -22.8% | +138.2% | +129.2% |
| All | +93.1% | -4.6% | +97.8% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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