+183.8%
VXUS vs LII
+881.0%
-697.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | +2.2% | -12.6% | +14.8% | +6.5% |
| 3M | +3.0% | -24.4% | +27.4% | +11.0% |
| 6M | +10.7% | -28.7% | +39.4% | +21.0% |
| YTD | +17.8% | -19.1% | +37.0% | +23.2% |
| 1Y | +27.6% | -29.7% | +57.3% | +39.0% |
| 3Y | +73.3% | +4.8% | +68.5% | +58.9% |
| 5Y | +54.3% | +24.6% | +29.8% | +29.5% |
| 10Y | +149.8% | +169.2% | -19.4% | +47.8% |
| All | +183.8% | +881.0% | -697.2% | -13.2% |
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