+1,148.1%
LITE vs FOXA
+91.7%
+1,056.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.4% |
| 7D | +22.6% | -2.9% | +25.4% | +23.9% |
| 30D | -36.8% | +5.1% | -41.9% | -38.1% |
| 3M | -33.0% | +4.7% | -37.7% | -34.9% |
| 6M | -37.1% | -0.2% | -36.8% | -38.9% |
| YTD | +69.5% | -9.2% | +78.7% | +69.6% |
| 1Y | +146.1% | -0.6% | +146.7% | +136.5% |
| 3Y | +1,440.8% | +125.7% | +1,315.1% | +922.5% |
| 5Y | +580.4% | +70.2% | +510.3% | +399.0% |
| All | +1,148.1% | +91.7% | +1,056.4% | +690.5% |
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