+160.2%
VXUS vs LII
+762.3%
-602.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | -1.8% | -0.6% | -1.1% | -1.6% |
| 30D | -4.6% | -4.6% | 0.0% | -3.6% |
| 3M | -6.1% | -21.2% | +15.1% | +0.7% |
| 6M | -4.9% | -36.4% | +31.5% | +7.8% |
| YTD | +8.1% | -28.9% | +37.0% | +17.1% |
| 1Y | +12.1% | -29.5% | +41.6% | +21.7% |
| 3Y | +63.9% | -8.6% | +72.4% | +56.6% |
| 5Y | +43.1% | +20.2% | +22.9% | +20.4% |
| 10Y | +139.2% | +166.2% | -27.0% | +39.9% |
| All | +160.2% | +762.3% | -602.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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