+901.5%
LITE vs FOXA
+89.1%
+812.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +5.2% |
| 7D | -1.5% | -4.0% | +2.4% | -0.2% |
| 30D | +6.7% | +12.0% | -5.3% | +2.2% |
| 3M | -6.8% | +0.3% | -7.0% | -8.3% |
| 6M | +29.4% | +12.5% | +17.0% | +20.5% |
| YTD | +139.1% | -9.6% | +148.7% | +145.2% |
| 1Y | +521.0% | +8.6% | +512.4% | +470.4% |
| 3Y | +1,535.3% | +118.5% | +1,416.7% | +937.1% |
| All | +901.5% | +89.1% | +812.5% | +580.1% |
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