+183.8%
VXUS vs LH
+334.1%
-150.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | +1.0% | -2.5% | +3.5% | +1.9% |
| 30D | +2.2% | +4.3% | -2.1% | +0.6% |
| 3M | +3.0% | +25.5% | -22.6% | -5.4% |
| 6M | +10.7% | +17.0% | -6.3% | +4.2% |
| YTD | +17.8% | +31.3% | -13.4% | +6.2% |
| 1Y | +27.6% | +20.0% | +7.6% | +18.4% |
| 3Y | +73.3% | +63.9% | +9.4% | +40.8% |
| 5Y | +54.3% | +30.9% | +23.5% | +34.2% |
| 10Y | +149.8% | +191.4% | -41.6% | +44.9% |
| All | +183.8% | +334.1% | -150.3% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling