+209.3%
FXI vs LUMN
-32.2%
+241.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -3.9% | +2.5% | -6.4% | -4.2% |
| 30D | -2.1% | +10.3% | -12.4% | -3.6% |
| 3M | -0.5% | -18.3% | +17.8% | +1.8% |
| 6M | -4.5% | +4.4% | -8.9% | -6.4% |
| YTD | -9.2% | -10.7% | +1.4% | -10.3% |
| 1Y | -13.8% | +14.0% | -27.7% | -18.9% |
| 3Y | +36.6% | +406.6% | -370.0% | -23.5% |
| 5Y | -6.7% | -36.8% | +30.1% | -12.5% |
| 10Y | +14.8% | -56.2% | +71.0% | +2.9% |
| All | +209.3% | -32.2% | +241.5% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling