+976.1%
LITE vs FOXA
+94.4%
+881.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.2% |
| 7D | -35.9% | +5.4% | -41.3% | -37.1% |
| 30D | -51.5% | +6.3% | -57.8% | -52.8% |
| 3M | -35.7% | +8.3% | -44.1% | -38.3% |
| 6M | -43.0% | +7.6% | -50.6% | -46.2% |
| YTD | +46.1% | -7.9% | +54.1% | +45.4% |
| 1Y | +124.7% | +2.4% | +122.3% | +113.2% |
| 3Y | +1,172.1% | +120.3% | +1,051.7% | +753.1% |
| 5Y | +477.0% | +71.0% | +406.0% | +322.2% |
| All | +976.1% | +94.4% | +881.7% | +577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling