+147.3%
VXUS vs LHX
+227.8%
-80.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | -1.4% | -4.3% | +2.8% | -0.4% |
| 30D | -0.5% | -15.1% | +14.7% | +3.6% |
| 3M | +2.6% | -21.0% | +23.5% | +8.2% |
| 6M | +10.9% | -32.0% | +42.9% | +21.5% |
| YTD | +16.1% | -15.3% | +31.5% | +19.8% |
| 1Y | +22.3% | -11.1% | +33.3% | +24.2% |
| 3Y | +72.0% | +54.0% | +18.0% | +48.2% |
| 5Y | +54.1% | +17.1% | +37.0% | +40.3% |
| All | +147.3% | +227.8% | -80.5% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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