-17.2%
LVS vs FOXA
+92.4%
-109.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | 0.0% |
| 7D | -3.5% | +0.8% | -4.3% | -3.9% |
| 30D | -6.2% | +5.0% | -11.3% | -8.6% |
| 3M | -14.8% | -3.0% | -11.8% | -14.9% |
| 6M | -20.9% | +14.8% | -35.6% | -27.6% |
| YTD | -33.0% | -8.9% | -24.1% | -31.6% |
| 1Y | -20.0% | +13.3% | -33.3% | -27.5% |
| 3Y | -6.9% | +115.4% | -122.3% | -41.3% |
| 5Y | +9.1% | +95.3% | -86.2% | -27.9% |
| All | -17.2% | +92.4% | -109.6% | -51.4% |
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