+213.9%
FXI vs LNG
+2,496.2%
-2,282.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -1.6% |
| 7D | -1.0% | -6.2% | +5.2% | 0.0% |
| 30D | -3.2% | +8.0% | -11.2% | -4.4% |
| 3M | +1.7% | +16.9% | -15.2% | -0.9% |
| 6M | -1.6% | +8.7% | -10.2% | -3.3% |
| YTD | -7.9% | +43.0% | -50.9% | -13.4% |
| 1Y | -9.6% | +19.4% | -29.1% | -12.7% |
| 3Y | +40.5% | +74.7% | -34.3% | +26.7% |
| 5Y | -6.2% | +222.4% | -228.7% | -24.2% |
| 10Y | +14.2% | +532.2% | -518.1% | -19.3% |
| All | +213.9% | +2,496.2% | -2,282.3% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling