+36.6%
FXI vs LNG
+74.6%
-38.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -3.9% | -4.7% | +0.8% | -3.5% |
| 30D | -2.1% | +3.8% | -5.9% | -2.3% |
| 3M | -0.5% | +16.2% | -16.6% | -1.7% |
| 6M | -4.5% | +11.7% | -16.2% | -6.0% |
| YTD | -9.2% | +44.2% | -53.5% | -13.7% |
| 1Y | -13.8% | +18.6% | -32.3% | -15.8% |
| 3Y | +36.6% | +77.4% | -40.8% | +21.1% |
| All | +36.6% | +74.6% | -38.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling