+150.1%
VXUS vs LEN
+103.7%
+46.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | +0.3% | -3.4% | +3.7% | +1.1% |
| 30D | +0.7% | -5.7% | +6.3% | +1.9% |
| 3M | +4.8% | -12.2% | +17.0% | +7.6% |
| 6M | +11.3% | -18.3% | +29.6% | +16.0% |
| YTD | +16.5% | -20.2% | +36.7% | +21.6% |
| 1Y | +24.3% | -40.1% | +64.3% | +38.1% |
| 3Y | +74.5% | -26.2% | +100.7% | +80.1% |
| 5Y | +54.3% | -9.8% | +64.2% | +47.9% |
| 10Y | +150.1% | +109.1% | +41.0% | +85.6% |
| All | +150.1% | +103.7% | +46.4% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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