+240.9%
LIN vs FOXA
+98.3%
+142.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +0.3% | -2.4% | +2.7% | +0.9% |
| 30D | +8.0% | +8.6% | -0.6% | +5.7% |
| 3M | +7.7% | +9.9% | -2.2% | +4.8% |
| 6M | +5.1% | +0.8% | +4.2% | +3.6% |
| YTD | +24.7% | -6.1% | +30.8% | +24.9% |
| 1Y | +25.1% | +3.3% | +21.8% | +21.9% |
| 3Y | +36.8% | +133.5% | -96.7% | +3.2% |
| 5Y | +67.9% | +75.8% | -8.0% | +35.9% |
| All | +240.9% | +98.3% | +142.6% | +128.4% |
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