+213.4%
FXI vs LSCC
+1,900.4%
-1,686.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -1.8% |
| 7D | +5.7% | +13.0% | -7.3% | +2.1% |
| 30D | +4.6% | -19.8% | +24.4% | +9.5% |
| 3M | -2.8% | -18.4% | +15.6% | +0.6% |
| 6M | -6.1% | -16.1% | +10.0% | -5.5% |
| YTD | -8.0% | +42.7% | -50.8% | -20.8% |
| 1Y | -11.3% | +68.0% | -79.3% | -27.0% |
| 3Y | +42.6% | +85.8% | -43.2% | +5.8% |
| 5Y | -0.1% | +28.0% | -28.1% | -22.8% |
| 10Y | +22.7% | +1,255.1% | -1,232.4% | -56.5% |
| All | +213.4% | +1,900.4% | -1,686.9% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling