+75.8%
VXUS vs LEN
-25.9%
+101.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | +0.4% |
| 7D | +1.6% | -2.9% | +4.5% | +2.1% |
| 30D | +1.0% | -8.9% | +9.9% | +2.7% |
| 3M | +5.7% | -10.9% | +16.6% | +7.7% |
| 6M | +13.6% | -19.7% | +33.2% | +17.7% |
| YTD | +17.4% | -20.6% | +38.0% | +21.4% |
| 1Y | +25.1% | -42.4% | +67.5% | +37.1% |
| 3Y | +75.8% | -26.5% | +102.4% | +73.8% |
| All | +75.8% | -25.9% | +101.8% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling