+14.2%
FXI vs LEN
+103.6%
-89.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | +0.2% |
| 7D | -2.8% | -7.8% | +5.0% | -1.1% |
| 30D | -3.7% | -11.0% | +7.3% | -1.3% |
| 3M | -0.4% | -12.8% | +12.4% | +2.0% |
| 6M | -5.4% | -20.2% | +14.8% | -1.5% |
| YTD | -9.6% | -23.0% | +13.4% | -5.5% |
| 1Y | -11.9% | -41.8% | +29.9% | -2.4% |
| 3Y | +37.8% | -28.8% | +66.6% | +42.9% |
| 5Y | -7.0% | -12.6% | +5.6% | -10.0% |
| All | +14.2% | +103.6% | -89.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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