+459.1%
LITE vs FXI
-0.9%
+460.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +1.0% | -19.7% | -19.1% |
| 7D | -44.6% | +6.9% | -51.5% | -46.3% |
| 30D | -55.0% | +3.5% | -58.5% | -55.8% |
| 3M | -38.3% | -3.2% | -35.2% | -37.9% |
| 6M | -48.8% | -3.5% | -45.2% | -48.2% |
| YTD | +38.3% | -8.1% | +46.3% | +43.0% |
| 1Y | +119.0% | -10.5% | +129.5% | +129.4% |
| 3Y | +1,092.0% | +43.0% | +1,049.0% | +922.1% |
| All | +459.1% | -0.9% | +460.1% | +465.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling