+12,230.0%
LRCX vs FXI
+200.0%
+12,029.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +12.7% | -4.2% | +16.9% | +15.5% |
| 30D | -21.3% | -1.1% | -20.1% | -21.1% |
| 3M | -32.9% | -4.0% | -28.9% | -31.7% |
| 6M | -23.4% | -11.8% | -11.6% | -18.4% |
| YTD | +32.4% | -11.9% | +44.3% | +42.3% |
| 1Y | +48.0% | -16.1% | +64.2% | +63.9% |
| 3Y | +243.9% | +38.8% | +205.2% | +175.0% |
| 5Y | +280.6% | -9.1% | +289.7% | +275.8% |
| 10Y | +2,547.5% | +18.4% | +2,529.1% | +2,241.0% |
| All | +12,230.0% | +200.0% | +12,029.9% | +5,525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling