+142.2%
VXUS vs LEN
+147.0%
-4.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.6% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -2.5% | +13.0% | -15.5% | -5.6% |
| 3M | -4.6% | +1.9% | -6.5% | -5.6% |
| 6M | -2.6% | -0.7% | -1.9% | -3.4% |
| YTD | +10.4% | -13.8% | +24.2% | +12.5% |
| 1Y | +12.9% | -28.1% | +41.0% | +19.8% |
| 3Y | +68.4% | -22.8% | +91.2% | +71.4% |
| 5Y | +47.7% | -7.4% | +55.0% | +40.1% |
| 10Y | +142.2% | +143.7% | -1.5% | +72.5% |
| All | +142.2% | +147.0% | -4.8% | +72.5% |
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