+208.1%
FXI vs LHX
+1,298.3%
-1,090.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -2.8% | -4.8% | +2.0% | -0.8% |
| 30D | -3.7% | -12.7% | +9.1% | +1.9% |
| 3M | -0.4% | -17.6% | +17.2% | +7.1% |
| 6M | -5.4% | -30.7% | +25.3% | +9.2% |
| YTD | -9.6% | -14.3% | +4.7% | -5.3% |
| 1Y | -11.9% | -8.4% | -3.5% | -10.8% |
| 3Y | +37.8% | +56.7% | -18.8% | +7.1% |
| 5Y | -7.0% | +18.5% | -25.5% | -21.9% |
| 10Y | +14.3% | +229.6% | -215.2% | -49.7% |
| All | +208.1% | +1,298.3% | -1,090.2% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling