+75.6%
LHX vs FOXA
+92.4%
-16.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -4.3% | +0.8% | -5.0% | -4.4% |
| 30D | -15.1% | +5.0% | -20.2% | -16.1% |
| 3M | -21.0% | -3.0% | -17.9% | -20.9% |
| 6M | -32.0% | +14.8% | -46.8% | -34.7% |
| YTD | -15.3% | -8.9% | -6.4% | -14.5% |
| 1Y | -11.1% | +13.3% | -24.4% | -14.6% |
| 3Y | +54.0% | +115.4% | -61.4% | +25.1% |
| 5Y | +17.1% | +95.3% | -78.2% | -4.5% |
| All | +75.6% | +92.4% | -16.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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