-20.0%
LVS vs FOXA
+16.6%
-36.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.3% |
| 7D | -3.5% | +0.8% | -4.3% | -3.6% |
| 30D | -6.2% | +5.0% | -11.3% | -6.9% |
| 3M | -14.8% | -3.0% | -11.8% | -15.0% |
| 6M | -20.9% | +14.8% | -35.6% | -22.6% |
| YTD | -33.0% | -8.9% | -24.1% | -33.1% |
| 1Y | -20.0% | +13.3% | -33.3% | -22.7% |
| All | -20.0% | +16.6% | -36.6% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling