+146.3%
VXUS vs LH
+263.7%
-117.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.3% | +2.5% | -0.2% | +1.5% |
| 30D | -2.2% | +18.7% | -20.9% | -7.4% |
| 3M | -5.4% | +15.3% | -20.7% | -9.8% |
| 6M | -1.2% | +45.4% | -46.6% | -12.7% |
| YTD | +10.4% | +49.5% | -39.1% | -3.6% |
| 1Y | +11.8% | +41.4% | -29.5% | -0.6% |
| 3Y | +68.4% | +87.6% | -19.2% | +33.9% |
| 5Y | +45.9% | +53.8% | -7.9% | +22.1% |
| All | +146.3% | +263.7% | -117.4% | +46.7% |
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