-8.4%
FXI vs LVS
+8.6%
-17.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.0% |
| 7D | -4.2% | -0.8% | -3.4% | -3.9% |
| 30D | -1.1% | +10.0% | -11.1% | -4.8% |
| 3M | -4.0% | -11.0% | +7.1% | +0.1% |
| 6M | -11.8% | -20.1% | +8.3% | -4.6% |
| YTD | -11.9% | -36.3% | +24.4% | +3.0% |
| 1Y | -16.1% | -36.8% | +20.7% | -1.7% |
| 3Y | +38.8% | -9.5% | +48.3% | +34.2% |
| All | -8.4% | +8.6% | -17.0% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling