+19.2%
FXI vs LSCC
+1,351.6%
-1,332.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.1% |
| 7D | -4.2% | +7.0% | -11.2% | -5.8% |
| 30D | -1.1% | -2.3% | +1.2% | -1.6% |
| 3M | -4.0% | -12.5% | +8.6% | -2.8% |
| 6M | -11.8% | -10.6% | -1.3% | -12.7% |
| YTD | -11.9% | +52.7% | -64.6% | -23.4% |
| 1Y | -16.1% | +74.0% | -90.1% | -29.3% |
| 3Y | +38.8% | +104.8% | -66.0% | +5.7% |
| 5Y | -9.1% | +36.2% | -45.3% | -28.3% |
| All | +19.2% | +1,351.6% | -1,332.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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