-8.4%
FXI vs LEN
-13.2%
+4.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | -5.8% | +1.6% | -3.0% |
| 30D | -1.1% | +13.7% | -14.8% | -4.2% |
| 3M | -4.0% | -3.9% | -0.1% | -3.6% |
| 6M | -11.8% | -0.4% | -11.5% | -12.8% |
| YTD | -11.9% | -16.8% | +4.9% | -9.6% |
| 1Y | -16.1% | -29.5% | +13.4% | -10.5% |
| 3Y | +38.8% | -25.6% | +64.4% | +40.3% |
| All | -8.4% | -13.2% | +4.8% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling