+71.8%
LMT vs FXI
-6.0%
+77.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -1.3% | -2.8% | +1.5% | -1.4% |
| 30D | -12.5% | -5.3% | -7.2% | -12.6% |
| 3M | -0.5% | +0.3% | -0.8% | -0.4% |
| 6M | -20.0% | -4.6% | -15.4% | -20.0% |
| YTD | +10.4% | -9.1% | +19.5% | +10.3% |
| 1Y | +17.7% | -12.0% | +29.7% | +17.6% |
| 3Y | +34.3% | +38.6% | -4.4% | +35.9% |
| 5Y | +71.8% | -6.6% | +78.4% | +88.7% |
| All | +71.8% | -6.0% | +77.8% | +88.7% |
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 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