-8.4%
FXI vs LII
+17.0%
-25.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -4.2% | +2.9% | -7.1% | -4.7% |
| 30D | -1.1% | +0.9% | -2.0% | -1.5% |
| 3M | -4.0% | -15.5% | +11.6% | -1.2% |
| 6M | -11.8% | -30.2% | +18.4% | -7.1% |
| YTD | -11.9% | -26.8% | +14.9% | -8.7% |
| 1Y | -16.1% | -25.3% | +9.2% | -13.5% |
| 3Y | +38.8% | -7.8% | +46.5% | +30.5% |
| All | -8.4% | +17.0% | -25.4% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling