+416.0%
LRCX vs FXI
-6.5%
+422.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | -3.9% | +0.8% | -1.1% |
| 30D | -8.6% | -2.1% | -6.5% | -7.7% |
| 3M | -17.7% | -0.5% | -17.2% | -17.9% |
| 6M | +36.4% | -4.5% | +40.9% | +39.7% |
| YTD | +74.5% | -9.2% | +83.8% | +84.3% |
| 1Y | +159.4% | -13.8% | +173.2% | +181.8% |
| 3Y | +361.6% | +36.6% | +325.0% | +292.7% |
| All | +416.0% | -6.5% | +422.5% | +409.6% |
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 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