+14.7%
FXI vs LUMN
-55.8%
+70.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -3.9% | +2.5% | -6.4% | -4.0% |
| 30D | -2.1% | +10.3% | -12.4% | -2.7% |
| 3M | -0.5% | -18.3% | +17.8% | +0.4% |
| 6M | -4.5% | +4.4% | -8.9% | -5.2% |
| YTD | -9.2% | -10.7% | +1.4% | -9.6% |
| 1Y | -13.8% | +14.0% | -27.7% | -15.6% |
| 3Y | +36.6% | +406.6% | -370.0% | +10.5% |
| 5Y | -6.7% | -36.8% | +30.1% | -6.7% |
| All | +14.7% | -55.8% | +70.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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