-7.0%
FXI vs LNG
+229.3%
-236.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -2.8% | -4.5% | +1.7% | -2.3% |
| 30D | -3.7% | +4.7% | -8.3% | -4.2% |
| 3M | -0.4% | +15.1% | -15.6% | -2.3% |
| 6M | -5.4% | +13.6% | -19.0% | -7.6% |
| YTD | -9.6% | +44.0% | -53.6% | -14.9% |
| 1Y | -11.9% | +18.4% | -30.3% | -14.6% |
| 3Y | +37.8% | +75.9% | -38.0% | +23.5% |
| 5Y | -7.0% | +231.7% | -238.7% | -23.8% |
| All | -7.0% | +229.3% | -236.3% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling