+213.4%
FXI vs LII
+3,013.1%
-2,799.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | +5.7% | -0.6% | +6.3% | +5.9% |
| 30D | +4.6% | -4.6% | +9.2% | +5.9% |
| 3M | -2.8% | -21.2% | +18.4% | +6.2% |
| 6M | -6.1% | -36.4% | +30.4% | +9.4% |
| YTD | -8.0% | -28.9% | +20.9% | +0.9% |
| 1Y | -11.3% | -29.5% | +18.2% | -2.5% |
| 3Y | +42.6% | -8.6% | +51.2% | +31.9% |
| 5Y | -0.1% | +20.2% | -20.3% | -21.8% |
| 10Y | +22.7% | +166.2% | -143.5% | -41.6% |
| All | +213.4% | +3,013.1% | -2,799.6% | -57.7% |
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