+320.4%
LNG vs FOXA
+92.4%
+228.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -4.7% | +0.8% | -5.5% | -4.9% |
| 30D | +3.8% | +5.0% | -1.2% | +2.3% |
| 3M | +16.2% | -3.0% | +19.2% | +16.2% |
| 6M | +11.7% | +14.8% | -3.1% | +5.9% |
| YTD | +44.2% | -8.9% | +53.1% | +45.9% |
| 1Y | +18.6% | +13.3% | +5.2% | +11.9% |
| 3Y | +77.4% | +115.4% | -38.0% | +36.0% |
| 5Y | +232.3% | +95.3% | +137.0% | +156.9% |
| All | +320.4% | +92.4% | +228.0% | +189.3% |
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