+165.8%
VXUS vs LII
+777.3%
-611.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | -2.5% | -2.4% | -0.2% | -2.2% |
| 3M | -4.6% | -17.5% | +12.9% | +0.8% |
| 6M | -2.6% | -32.8% | +30.2% | +8.4% |
| YTD | +10.4% | -27.7% | +38.1% | +19.0% |
| 1Y | +12.9% | -28.1% | +40.9% | +21.7% |
| 3Y | +68.4% | -9.7% | +78.1% | +61.8% |
| 5Y | +47.7% | +19.5% | +28.2% | +24.7% |
| 10Y | +142.2% | +170.6% | -28.4% | +41.0% |
| All | +165.8% | +777.3% | -611.5% | -16.2% |
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