+1,855.1%
LITE vs FOXA
+90.3%
+1,764.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.3% | +11.1% |
| 7D | +12.6% | -0.6% | +13.2% | +12.7% |
| 30D | +9.9% | +2.3% | +7.6% | +8.7% |
| 3M | +9.3% | -2.8% | +12.1% | +8.4% |
| 6M | +75.2% | +9.6% | +65.6% | +65.0% |
| YTD | +165.5% | -9.9% | +175.4% | +168.7% |
| 1Y | +555.0% | +5.4% | +549.6% | +512.7% |
| 3Y | +1,870.5% | +115.3% | +1,755.2% | +1,244.2% |
| 5Y | +1,009.8% | +93.1% | +916.8% | +679.8% |
| All | +1,855.1% | +90.3% | +1,764.8% | +1,152.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling