+221.8%
FXI vs LII
+3,441.7%
-3,219.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +1.1% |
| 7D | +1.0% | -0.7% | +1.8% | +1.3% |
| 30D | -0.6% | -12.6% | +12.1% | +4.8% |
| 3M | +1.9% | -24.4% | +26.4% | +11.5% |
| 6M | -0.2% | -28.7% | +28.5% | +11.0% |
| YTD | -5.6% | -19.1% | +13.6% | -1.0% |
| 1Y | -4.7% | -29.7% | +25.0% | +5.3% |
| 3Y | +38.0% | +4.8% | +33.2% | +21.1% |
| 5Y | -2.7% | +24.6% | -27.2% | -24.1% |
| 10Y | +19.9% | +169.2% | -149.3% | -42.0% |
| All | +221.8% | +3,441.7% | -3,219.9% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling