+104.7%
LLY vs FXI
+43.0%
+61.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -2.1% | +1.0% | -3.2% | -2.3% |
| 30D | -1.6% | -0.6% | -1.1% | -1.6% |
| 3M | +2.3% | +1.9% | +0.4% | +2.1% |
| 6M | +14.9% | -0.2% | +15.1% | +14.9% |
| YTD | +7.5% | -5.6% | +13.1% | +8.0% |
| 1Y | +55.7% | -4.7% | +60.4% | +56.3% |
| All | +104.7% | +43.0% | +61.7% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling