+2,331.0%
LITE vs FXI
+18.1%
+2,312.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.1% |
| 7D | -1.5% | +1.0% | -2.6% | -2.1% |
| 30D | +6.7% | -0.6% | +7.2% | +6.8% |
| 3M | -6.8% | +1.9% | -8.7% | -8.1% |
| 6M | +29.4% | -0.2% | +29.6% | +30.1% |
| YTD | +139.1% | -5.6% | +144.7% | +147.7% |
| 1Y | +521.0% | -4.7% | +525.7% | +544.0% |
| 3Y | +1,535.3% | +38.0% | +1,497.3% | +1,230.3% |
| 5Y | +889.8% | -2.7% | +892.5% | +875.2% |
| All | +2,331.0% | +18.1% | +2,312.9% | +1,733.4% |
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