+110.2%
LLY vs VXUS
+73.9%
+36.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -2.1% | +1.0% | -3.2% | -2.7% |
| 30D | -1.6% | +2.2% | -3.8% | -2.8% |
| 3M | +2.3% | +3.0% | -0.7% | +0.3% |
| 6M | +14.9% | +10.7% | +4.2% | +7.1% |
| YTD | +7.5% | +17.8% | -10.4% | -4.3% |
| 1Y | +55.7% | +27.6% | +28.1% | +31.1% |
| All | +110.2% | +73.9% | +36.3% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling