+388.9%
LRCX vs FXI
+36.5%
+352.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.7% |
| 7D | +9.5% | -2.8% | +12.3% | +11.2% |
| 30D | +3.1% | -5.3% | +8.4% | +6.1% |
| 3M | -3.4% | +0.3% | -3.7% | -4.2% |
| 6M | +49.7% | -4.6% | +54.3% | +53.7% |
| YTD | +84.9% | -9.1% | +93.9% | +95.8% |
| 1Y | +200.8% | -12.0% | +212.8% | +225.0% |
| All | +388.9% | +36.5% | +352.3% | +325.5% |
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