+168.3%
VXUS vs LEN
+417.9%
-249.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.5% | -6.4% | +5.8% | +1.1% |
| 30D | -1.2% | +15.6% | -16.8% | -5.1% |
| 3M | -3.8% | -0.8% | -3.1% | -4.3% |
| 6M | -1.7% | +0.4% | -2.0% | -2.8% |
| YTD | +11.4% | -14.1% | +25.6% | +13.9% |
| 1Y | +13.3% | -29.6% | +43.0% | +21.6% |
| 3Y | +70.0% | -23.1% | +93.1% | +73.5% |
| 5Y | +48.1% | -8.9% | +57.0% | +40.6% |
| 10Y | +147.1% | +146.2% | +0.8% | +61.4% |
| All | +168.3% | +417.9% | -249.5% | +15.8% |
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 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