+222.1%
LNG vs FOXA
+93.7%
+128.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -4.7% | +0.8% | -5.5% | -4.8% |
| 30D | +3.8% | +5.0% | -1.2% | +2.6% |
| 3M | +16.2% | -3.0% | +19.2% | +16.5% |
| 6M | +11.7% | +14.8% | -3.1% | +6.9% |
| YTD | +44.2% | -8.9% | +53.1% | +46.2% |
| 1Y | +18.6% | +13.3% | +5.2% | +12.8% |
| 3Y | +77.4% | +115.4% | -38.0% | +40.1% |
| All | +222.1% | +93.7% | +128.4% | +134.3% |
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 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