-2.8%
FXI vs LDOS
+54.3%
-57.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +3.7% | +1.9% | +1.8% | +3.5% |
| 30D | +0.5% | +12.8% | -12.3% | -0.7% |
| 3M | -5.7% | -1.0% | -4.7% | -5.7% |
| 6M | -6.9% | +6.2% | -13.1% | -7.7% |
| YTD | -9.5% | -23.2% | +13.8% | -7.5% |
| 1Y | -14.0% | -29.5% | +15.5% | -11.3% |
| 3Y | +44.5% | +37.1% | +7.5% | +35.5% |
| 5Y | -2.8% | +55.6% | -58.4% | -12.5% |
| All | -2.8% | +54.3% | -57.1% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling