+212.1%
FXI vs LVS
+69.2%
+142.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +1.0% | -1.5% | +2.5% | +1.4% |
| 30D | -0.6% | -3.2% | +2.7% | +0.1% |
| 3M | +1.9% | -12.0% | +13.9% | +4.8% |
| 6M | -0.2% | -19.9% | +19.7% | +4.6% |
| YTD | -5.6% | -30.6% | +25.0% | +1.8% |
| 1Y | -4.7% | -17.7% | +13.1% | -1.7% |
| 3Y | +38.0% | -14.2% | +52.2% | +39.2% |
| 5Y | -2.7% | +9.6% | -12.3% | -9.2% |
| 10Y | +19.9% | +5.7% | +14.2% | +8.5% |
| All | +212.1% | +69.2% | +142.9% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling