-2.2%
FXI vs LTH
+186.2%
-188.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | +3.7% | +6.4% | -2.7% | +2.6% |
| 30D | +0.5% | +16.7% | -16.2% | -2.1% |
| 3M | -5.7% | +11.7% | -17.4% | -7.6% |
| 6M | -6.9% | +48.5% | -55.4% | -13.5% |
| YTD | -9.5% | +78.4% | -87.9% | -19.0% |
| 1Y | -14.0% | +89.7% | -103.7% | -24.0% |
| 3Y | +44.5% | +245.6% | -201.1% | +11.3% |
| 5Y | -2.8% | +142.7% | -145.5% | -29.6% |
| All | -2.2% | +186.2% | -188.4% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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