+36.8%
FXI vs LVS
-6.8%
+43.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | -2.8% | -2.7% | -0.1% | -2.0% |
| 30D | -5.3% | -4.7% | -0.6% | -4.0% |
| 3M | +0.3% | -15.6% | +15.9% | +5.4% |
| 6M | -4.6% | -18.6% | +14.1% | +0.9% |
| YTD | -9.1% | -32.3% | +23.2% | +1.4% |
| 1Y | -12.0% | -18.0% | +6.1% | -8.8% |
| All | +36.8% | -6.8% | +43.6% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling