+316.8%
LNG vs FOXA
+86.3%
+230.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | -6.7% | -5.4% | -1.3% | -5.4% |
| 30D | +3.9% | +1.1% | +2.7% | +3.4% |
| 3M | +15.5% | -6.1% | +21.6% | +16.5% |
| 6M | +10.5% | +8.2% | +2.3% | +6.5% |
| YTD | +43.0% | -11.8% | +54.7% | +45.9% |
| 1Y | +18.9% | +9.9% | +9.0% | +13.1% |
| 3Y | +74.7% | +110.7% | -36.1% | +34.6% |
| 5Y | +231.2% | +86.9% | +144.3% | +159.2% |
| All | +316.8% | +86.3% | +230.5% | +189.2% |
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