+1,402.3%
LITE vs FXI
+19.8%
+1,382.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.7% |
| 7D | -35.9% | +5.7% | -41.6% | -38.2% |
| 30D | -51.5% | +4.6% | -56.1% | -52.9% |
| 3M | -35.7% | -2.8% | -33.0% | -35.3% |
| 6M | -43.0% | -6.1% | -36.9% | -41.3% |
| YTD | +46.1% | -8.0% | +54.2% | +52.4% |
| 1Y | +124.7% | -11.3% | +136.0% | +139.8% |
| 3Y | +1,172.1% | +42.6% | +1,129.4% | +910.0% |
| 5Y | +477.0% | -0.1% | +477.1% | +453.9% |
| All | +1,402.3% | +19.8% | +1,382.6% | +1,053.0% |
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