+1,070.0%
LITE vs FOXA
+96.5%
+973.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -13.9% | +0.4% | -14.3% | -13.9% |
| 30D | -46.9% | +7.9% | -54.9% | -48.5% |
| 3M | -28.0% | +6.7% | -34.7% | -30.5% |
| 6M | -35.2% | +7.5% | -42.7% | -38.8% |
| YTD | +58.9% | -6.9% | +65.8% | +57.5% |
| 1Y | +125.3% | +2.2% | +123.1% | +114.3% |
| 3Y | +1,344.4% | +131.4% | +1,213.0% | +849.7% |
| 5Y | +541.2% | +76.2% | +464.9% | +364.0% |
| All | +1,070.0% | +96.5% | +973.4% | +634.2% |
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