-6.5%
FXI vs LHX
+16.3%
-22.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | -3.9% | -4.3% | +0.4% | -3.7% |
| 30D | -2.1% | -15.1% | +13.0% | -1.5% |
| 3M | -0.5% | -21.0% | +20.5% | +0.5% |
| 6M | -4.5% | -32.0% | +27.5% | -2.9% |
| YTD | -9.2% | -15.3% | +6.1% | -8.5% |
| 1Y | -13.8% | -11.1% | -2.7% | -13.3% |
| 3Y | +36.6% | +54.0% | -17.4% | +36.3% |
| All | -6.5% | +16.3% | -22.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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