+521.0%
LITE vs FXI
-4.7%
+525.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +2.1% |
| 7D | -1.5% | +1.0% | -2.6% | -2.7% |
| 30D | +6.7% | -0.6% | +7.2% | +7.0% |
| 3M | -6.8% | +1.9% | -8.7% | -9.1% |
| 6M | +29.4% | -0.2% | +29.6% | +31.9% |
| YTD | +139.1% | -5.6% | +144.7% | +155.8% |
| 1Y | +521.0% | -4.7% | +525.7% | +638.1% |
| All | +521.0% | -4.7% | +525.7% | +638.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling