+48.5%
VXUS vs LTH
+184.4%
-135.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.3% |
| 7D | -1.8% | +4.5% | -6.2% | -2.4% |
| 30D | -4.6% | +16.3% | -20.9% | -6.8% |
| 3M | -6.1% | +8.4% | -14.5% | -7.4% |
| 6M | -4.9% | +40.3% | -45.2% | -10.0% |
| YTD | +8.1% | +77.3% | -69.2% | -1.8% |
| 1Y | +12.1% | +88.0% | -75.9% | +1.0% |
| 3Y | +63.9% | +274.3% | -210.4% | +30.7% |
| 5Y | +43.1% | +142.9% | -99.8% | +12.3% |
| All | +48.5% | +184.4% | -135.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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