-7.3%
FXI vs LBRT
+99.1%
-106.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.5% |
| 7D | +1.0% | +8.7% | -7.7% | +0.8% |
| 30D | -0.6% | +6.6% | -7.2% | -0.8% |
| 3M | +1.9% | -34.5% | +36.4% | +3.3% |
| 6M | -0.2% | -24.5% | +24.3% | +0.5% |
| YTD | -5.6% | +12.7% | -18.3% | -6.9% |
| All | -7.3% | +99.1% | -106.5% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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