+124.7%
LITE vs FXI
-11.7%
+136.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.6% |
| 7D | -35.9% | +5.7% | -41.6% | -38.9% |
| 30D | -51.5% | +4.6% | -56.1% | -53.3% |
| 3M | -35.7% | -2.8% | -33.0% | -34.1% |
| 6M | -43.0% | -6.1% | -36.9% | -37.2% |
| YTD | +46.1% | -8.0% | +54.2% | +57.4% |
| 1Y | +124.7% | -11.3% | +136.0% | +169.2% |
| All | +124.7% | -11.7% | +136.4% | +169.2% |
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 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