+14.7%
FXI vs LH
+183.3%
-168.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -3.9% | -4.7% | +0.8% | -2.6% |
| 30D | -2.1% | -3.5% | +1.4% | -1.2% |
| 3M | -0.5% | +17.7% | -18.2% | -5.0% |
| 6M | -4.5% | +15.8% | -20.3% | -8.7% |
| YTD | -9.2% | +25.1% | -34.3% | -15.3% |
| 1Y | -13.8% | +12.5% | -26.3% | -17.2% |
| 3Y | +36.6% | +59.8% | -23.2% | +16.9% |
| 5Y | -6.7% | +27.1% | -33.7% | -15.9% |
| All | +14.7% | +183.3% | -168.6% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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