-1.8%
FXI vs LTH
+152.0%
-153.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -2.8% | -4.0% | +1.2% | -2.1% |
| 30D | -5.3% | -1.7% | -3.6% | -5.1% |
| 3M | +0.3% | +28.0% | -27.6% | -4.1% |
| 6M | -4.6% | +54.1% | -58.6% | -12.1% |
| YTD | -9.1% | +57.1% | -66.2% | -16.8% |
| 1Y | -12.0% | +45.8% | -57.7% | -18.5% |
| 3Y | +38.6% | +157.6% | -118.9% | +12.4% |
| All | -1.8% | +152.0% | -153.7% | -27.2% |
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