-15.0%
LVS vs FOXA
+90.3%
-105.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | -3.9% | +2.3% | -6.2% | -5.1% |
| 3M | -12.9% | -2.8% | -10.0% | -13.0% |
| 6M | -16.9% | +9.6% | -26.5% | -22.3% |
| YTD | -31.2% | -9.9% | -21.4% | -29.4% |
| 1Y | -16.4% | +5.4% | -21.8% | -21.5% |
| 3Y | -4.4% | +115.3% | -119.7% | -39.7% |
| 5Y | +6.7% | +93.1% | -86.4% | -29.1% |
| All | -15.0% | +90.3% | -105.3% | -49.8% |
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