+16,672.7%
LRCX vs FXI
+221.5%
+16,451.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.6% | +4.2% |
| 7D | +1.9% | +1.0% | +0.9% | +1.3% |
| 30D | +0.1% | -0.6% | +0.6% | +0.2% |
| 3M | -8.5% | +1.9% | -10.4% | -9.9% |
| 6M | +38.1% | -0.2% | +38.2% | +38.2% |
| YTD | +80.1% | -5.6% | +85.7% | +87.0% |
| 1Y | +208.1% | -4.7% | +212.7% | +219.5% |
| 3Y | +350.2% | +38.0% | +312.2% | +262.7% |
| 5Y | +430.7% | -2.7% | +433.3% | +403.9% |
| 10Y | +3,633.2% | +19.9% | +3,613.3% | +3,185.0% |
| All | +16,672.7% | +221.5% | +16,451.2% | +7,291.0% |
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