+17.2%
LMT vs FXI
-12.7%
+30.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -0.5% | -2.8% | +2.3% | -0.4% |
| 30D | -10.8% | -3.7% | -7.1% | -10.6% |
| 3M | +1.6% | -0.4% | +2.0% | +1.7% |
| 6M | -17.6% | -5.4% | -12.1% | -16.9% |
| YTD | +11.6% | -9.6% | +21.2% | +13.3% |
| 1Y | +17.2% | -11.9% | +29.2% | +19.7% |
| All | +17.2% | -12.7% | +30.0% | +19.7% |
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