-7.4%
LVS vs FOXA
+115.1%
-122.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | -4.3% | -3.7% | -0.6% | -3.2% |
| 30D | -6.8% | +5.4% | -12.2% | -8.4% |
| 3M | -15.6% | -3.7% | -11.9% | -15.3% |
| 6M | -20.6% | +12.6% | -33.2% | -24.6% |
| YTD | -33.4% | -10.0% | -23.4% | -31.6% |
| 1Y | -20.1% | +15.0% | -35.2% | -26.2% |
| All | -7.4% | +115.1% | -122.5% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling