+19.2%
FXI vs LDOS
+226.9%
-207.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -4.2% | -1.6% | -2.6% | -3.9% |
| 30D | -1.1% | +8.2% | -9.4% | -2.7% |
| 3M | -4.0% | -8.2% | +4.2% | -2.6% |
| 6M | -11.8% | +5.8% | -17.7% | -13.4% |
| YTD | -11.9% | -27.0% | +15.1% | -7.4% |
| 1Y | -16.1% | -31.0% | +14.9% | -10.7% |
| 3Y | +38.8% | +29.3% | +9.5% | +25.3% |
| 5Y | -9.1% | +48.7% | -57.8% | -22.2% |
| All | +19.2% | +226.9% | -207.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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