+137.8%
LLY vs VXUS
+69.0%
+68.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | +4.6% | +2.3% | +2.3% | +3.5% |
| 30D | +22.4% | -2.2% | +24.6% | +23.6% |
| 3M | +17.1% | -5.4% | +22.5% | +20.1% |
| 6M | +44.6% | -1.2% | +45.9% | +44.1% |
| YTD | +33.5% | +10.4% | +23.1% | +23.0% |
| 1Y | +41.1% | +11.8% | +29.3% | +28.9% |
| All | +137.8% | +69.0% | +68.8% | +80.0% |
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