+1,533.3%
LITE vs FXI
+20.5%
+1,512.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.5% | +11.1% |
| 7D | -12.9% | +4.4% | -17.3% | -15.3% |
| 30D | -46.0% | +1.2% | -47.2% | -46.6% |
| 3M | -33.0% | -4.2% | -28.9% | -32.1% |
| 6M | -34.0% | -6.2% | -27.8% | -32.2% |
| YTD | +61.7% | -8.8% | +70.5% | +69.4% |
| 1Y | +148.3% | -11.6% | +159.9% | +165.3% |
| 3Y | +1,408.5% | +45.1% | +1,363.4% | +1,084.4% |
| 5Y | +546.2% | -1.2% | +547.4% | +524.7% |
| 10Y | +1,533.3% | +20.1% | +1,513.3% | +1,164.2% |
| All | +1,533.3% | +20.5% | +1,512.8% | +1,164.2% |
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