+183.8%
VXUS vs LEN
+398.1%
-214.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +1.0% | -3.2% | +4.2% | +1.8% |
| 30D | +2.2% | -4.9% | +7.1% | +3.4% |
| 3M | +3.0% | -8.5% | +11.5% | +4.9% |
| 6M | +10.7% | -20.7% | +31.3% | +16.6% |
| YTD | +17.8% | -17.4% | +35.3% | +22.4% |
| 1Y | +27.6% | -38.2% | +65.8% | +42.1% |
| 3Y | +73.3% | -24.9% | +98.2% | +78.7% |
| 5Y | +54.3% | -11.4% | +65.8% | +48.4% |
| 10Y | +149.8% | +110.0% | +39.8% | +71.9% |
| All | +183.8% | +398.1% | -214.3% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling