+221.8%
FXI vs LEN
+154.4%
+67.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.8% |
| 7D | +1.0% | -3.2% | +4.2% | +1.9% |
| 30D | -0.6% | -4.9% | +4.3% | +0.6% |
| 3M | +1.9% | -8.5% | +10.4% | +3.7% |
| 6M | -0.2% | -20.7% | +20.5% | +5.2% |
| YTD | -5.6% | -17.4% | +11.8% | -2.0% |
| 1Y | -4.7% | -38.2% | +33.6% | +6.4% |
| 3Y | +38.0% | -24.9% | +62.9% | +42.4% |
| 5Y | -2.7% | -11.4% | +8.8% | -6.3% |
| 10Y | +19.9% | +110.0% | -90.1% | -18.0% |
| All | +221.8% | +154.4% | +67.4% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling