+70.4%
VXUS vs LEN
-17.6%
+88.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +2.3% |
| 7D | +0.8% | +0.6% | +0.1% | +0.6% |
| 30D | -1.9% | +19.4% | -21.3% | -5.1% |
| 3M | -4.4% | +4.5% | -8.9% | -5.4% |
| 6M | -2.0% | +4.9% | -6.9% | -3.3% |
| YTD | +11.1% | -8.9% | +20.0% | +11.7% |
| 1Y | +15.1% | -23.0% | +38.0% | +18.9% |
| 3Y | +70.4% | -16.7% | +87.1% | +64.0% |
| All | +70.4% | -17.6% | +88.0% | +64.0% |
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