+1,545.2%
LLY vs FXI
+14.7%
+1,530.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -1.8% |
| 7D | -3.1% | -1.0% | -2.1% | -3.0% |
| 30D | -5.1% | -3.2% | -1.8% | -4.6% |
| 3M | -2.1% | +1.7% | -3.7% | -2.4% |
| 6M | +13.8% | -1.6% | +15.4% | +14.0% |
| YTD | +5.1% | -7.9% | +13.0% | +6.2% |
| 1Y | +53.1% | -9.6% | +62.7% | +55.2% |
| 3Y | +95.6% | +40.5% | +55.2% | +82.6% |
| 5Y | +361.5% | -6.2% | +367.7% | +369.9% |
| 10Y | +1,545.2% | +14.2% | +1,531.0% | +1,452.6% |
| All | +1,545.2% | +14.7% | +1,530.5% | +1,452.6% |
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 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