+14.7%
FXI vs LVS
0.0%
+14.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -3.9% | -3.5% | -0.4% | -2.7% |
| 30D | -2.1% | -6.2% | +4.1% | 0.0% |
| 3M | -0.5% | -14.8% | +14.4% | +5.0% |
| 6M | -4.5% | -20.9% | +16.3% | +2.8% |
| YTD | -9.2% | -33.0% | +23.8% | +2.8% |
| 1Y | -13.8% | -20.0% | +6.2% | -9.1% |
| 3Y | +36.6% | -6.9% | +43.5% | +32.9% |
| 5Y | -6.7% | +9.1% | -15.8% | -17.7% |
| All | +14.7% | 0.0% | +14.6% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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