+200.3%
FXI vs LH
+947.9%
-747.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -4.2% | +1.1% | -5.3% | -4.7% |
| 30D | -1.1% | +16.7% | -17.9% | -8.0% |
| 3M | -4.0% | +15.1% | -19.1% | -10.3% |
| 6M | -11.8% | +46.3% | -58.2% | -26.5% |
| YTD | -11.9% | +48.8% | -60.7% | -27.5% |
| 1Y | -16.1% | +39.7% | -55.8% | -29.0% |
| 3Y | +38.8% | +87.0% | -48.2% | -0.3% |
| 5Y | -9.1% | +53.0% | -62.1% | -29.8% |
| 10Y | +18.4% | +264.3% | -245.9% | -50.5% |
| All | +200.3% | +947.9% | -747.6% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling