+20.1%
FXI vs LII
+170.7%
-150.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | +4.4% | -1.2% | +5.5% | +4.6% |
| 30D | +1.2% | -2.0% | +3.2% | +1.4% |
| 3M | -4.2% | -20.2% | +16.1% | +0.2% |
| 6M | -6.2% | -32.5% | +26.3% | +0.5% |
| YTD | -8.8% | -27.4% | +18.6% | -4.5% |
| 1Y | -11.6% | -28.2% | +16.5% | -7.3% |
| 3Y | +45.1% | -7.2% | +52.4% | +38.0% |
| 5Y | -1.2% | +19.9% | -21.1% | -14.5% |
| 10Y | +20.1% | +168.6% | -148.6% | -15.0% |
| All | +20.1% | +170.7% | -150.7% | -15.0% |
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