+1,545.2%
LLY vs VXUS
+145.9%
+1,399.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -3.1% | +1.6% | -4.7% | -3.9% |
| 30D | -5.1% | +1.0% | -6.1% | -5.6% |
| 3M | -2.1% | +5.7% | -7.7% | -5.3% |
| 6M | +13.8% | +13.6% | +0.3% | +5.5% |
| YTD | +5.1% | +17.4% | -12.3% | -4.6% |
| 1Y | +53.1% | +25.1% | +28.0% | +34.2% |
| 3Y | +95.6% | +75.8% | +19.8% | +42.1% |
| 5Y | +361.5% | +55.4% | +306.1% | +256.6% |
| 10Y | +1,545.2% | +146.4% | +1,398.8% | +831.1% |
| All | +1,545.2% | +145.9% | +1,399.3% | +831.1% |
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