+14.7%
FXI vs LNG
+562.2%
-547.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -3.9% | -4.7% | +0.8% | -3.0% |
| 30D | -2.1% | +3.8% | -5.9% | -2.8% |
| 3M | -0.5% | +16.2% | -16.6% | -3.5% |
| 6M | -4.5% | +11.7% | -16.2% | -7.3% |
| YTD | -9.2% | +44.2% | -53.5% | -16.6% |
| 1Y | -13.8% | +18.6% | -32.3% | -17.5% |
| 3Y | +36.6% | +77.4% | -40.8% | +18.0% |
| 5Y | -6.7% | +232.3% | -238.9% | -32.0% |
| All | +14.7% | +562.2% | -547.5% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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