+150.1%
VXUS vs LH
+185.6%
-35.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +0.3% | -3.2% | +3.5% | +1.3% |
| 30D | +0.7% | +0.1% | +0.5% | +0.6% |
| 3M | +4.8% | +18.6% | -13.9% | -1.0% |
| 6M | +11.3% | +17.9% | -6.6% | +5.3% |
| YTD | +16.5% | +28.9% | -12.4% | +6.9% |
| 1Y | +24.3% | +16.6% | +7.6% | +17.4% |
| 3Y | +74.5% | +63.6% | +10.9% | +45.2% |
| 5Y | +54.3% | +30.0% | +24.3% | +36.6% |
| 10Y | +150.1% | +191.9% | -41.8% | +58.6% |
| All | +150.1% | +185.6% | -35.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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