+42.6%
FXI vs LII
-8.7%
+51.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.3% |
| 7D | +5.7% | -0.6% | +6.3% | +5.7% |
| 30D | +4.6% | -4.6% | +9.2% | +5.0% |
| 3M | -2.8% | -21.2% | +18.4% | -0.2% |
| 6M | -6.1% | -36.4% | +30.4% | -1.6% |
| YTD | -8.0% | -28.9% | +20.9% | -5.8% |
| 1Y | -11.3% | -29.5% | +18.2% | -9.1% |
| 3Y | +42.6% | -8.6% | +51.2% | +39.9% |
| All | +42.6% | -8.7% | +51.4% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling