+562.5%
LITE vs FOXA
+76.9%
+485.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.1% | -8.6% | -5.7% |
| 7D | +10.8% | +2.7% | +8.1% | +9.9% |
| 30D | -33.4% | +10.0% | -43.4% | -35.6% |
| 3M | -32.2% | +5.0% | -37.2% | -33.9% |
| 6M | -42.1% | +3.4% | -45.5% | -44.0% |
| YTD | +61.9% | -5.5% | +67.4% | +62.6% |
| 1Y | +163.0% | +5.5% | +157.5% | +148.5% |
| 3Y | +1,358.0% | +139.3% | +1,218.7% | +780.6% |
| All | +562.5% | +76.9% | +485.5% | +370.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling