+2,049.9%
LLY vs VXUS
+146.5%
+1,903.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.4% | -0.5% | +1.9% | +1.7% |
| 30D | +21.5% | -1.2% | +22.7% | +22.2% |
| 3M | +18.5% | -3.8% | +22.3% | +20.7% |
| 6M | +49.1% | -1.7% | +50.8% | +49.3% |
| YTD | +34.4% | +11.4% | +23.0% | +25.2% |
| 1Y | +46.3% | +13.3% | +33.0% | +35.0% |
| 3Y | +145.5% | +70.0% | +75.5% | +81.3% |
| 5Y | +472.7% | +48.1% | +424.6% | +353.7% |
| 10Y | +2,049.9% | +147.1% | +1,902.9% | +1,067.9% |
| All | +2,049.9% | +146.5% | +1,903.4% | +1,067.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling