+1,568.0%
LITE vs FXI
+19.2%
+1,548.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.9% |
| 7D | +22.6% | -4.2% | +26.7% | +25.3% |
| 30D | -36.8% | -2.0% | -34.8% | -36.4% |
| 3M | -33.0% | -5.0% | -28.0% | -31.7% |
| 6M | -37.1% | -9.6% | -27.4% | -34.0% |
| YTD | +69.5% | -11.9% | +81.4% | +80.8% |
| 1Y | +146.1% | -16.7% | +162.8% | +171.3% |
| 3Y | +1,440.8% | +40.6% | +1,400.2% | +1,129.9% |
| 5Y | +580.4% | -9.1% | +589.5% | +597.0% |
| All | +1,568.0% | +19.2% | +1,548.7% | +1,180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling