+19.2%
FXI vs LII
+166.1%
-146.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -2.0% | -0.6% | -1.4% | -2.2% |
| 3M | -5.0% | -17.0% | +12.0% | -1.4% |
| 6M | -9.6% | -31.1% | +21.5% | -3.6% |
| YTD | -11.9% | -27.7% | +15.8% | -7.7% |
| 1Y | -16.7% | -26.2% | +9.5% | -13.2% |
| 3Y | +40.6% | -9.6% | +50.3% | +34.7% |
| 5Y | -9.1% | +15.7% | -24.7% | -20.6% |
| All | +19.2% | +166.1% | -146.9% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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