+14.7%
FXI vs LYV
+564.6%
-550.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.9% | -1.9% | -1.9% | -3.5% |
| 30D | -2.1% | -8.2% | +6.1% | -0.4% |
| 3M | -0.5% | -1.3% | +0.8% | -0.4% |
| 6M | -4.5% | +2.6% | -7.1% | -5.5% |
| YTD | -9.2% | +19.4% | -28.7% | -13.1% |
| 1Y | -13.8% | -2.2% | -11.5% | -14.2% |
| 3Y | +36.6% | +106.0% | -69.5% | +14.1% |
| 5Y | -6.7% | +97.7% | -104.3% | -23.6% |
| All | +14.7% | +564.6% | -550.0% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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