-4.8%
FXI vs LTH
+180.7%
-185.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | -1.1% | +15.7% | -16.8% | -3.6% |
| 3M | -4.0% | +5.0% | -8.9% | -4.9% |
| 6M | -11.8% | +37.7% | -49.5% | -17.0% |
| YTD | -11.9% | +75.0% | -86.9% | -20.9% |
| 1Y | -16.1% | +82.6% | -98.8% | -25.3% |
| 3Y | +38.8% | +241.3% | -202.5% | +7.1% |
| 5Y | -9.1% | +135.4% | -144.5% | -33.9% |
| All | -4.8% | +180.7% | -185.6% | -30.9% |
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