+541.2%
LITE vs FXI
-2.8%
+544.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -13.9% | +3.7% | -17.6% | -15.5% |
| 30D | -46.9% | +0.5% | -47.4% | -47.2% |
| 3M | -28.0% | -5.7% | -22.3% | -26.6% |
| 6M | -35.2% | -6.9% | -28.3% | -33.5% |
| YTD | +58.9% | -9.5% | +68.3% | +65.3% |
| 1Y | +125.3% | -14.0% | +139.3% | +139.8% |
| 3Y | +1,344.4% | +44.5% | +1,299.9% | +1,134.4% |
| 5Y | +541.2% | -2.8% | +544.0% | +557.6% |
| All | +541.2% | -2.8% | +544.0% | +557.6% |
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