+146.3%
VXUS vs LVS
-12.8%
+159.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | +2.3% | -3.9% | +6.2% | +3.2% |
| 30D | -2.2% | +7.1% | -9.3% | -3.9% |
| 3M | -5.4% | -13.2% | +7.8% | -2.4% |
| 6M | -1.2% | -22.8% | +21.6% | +4.5% |
| YTD | +10.4% | -38.0% | +48.4% | +22.3% |
| 1Y | +11.8% | -39.5% | +51.3% | +24.6% |
| 3Y | +68.4% | -12.2% | +80.6% | +66.2% |
| 5Y | +45.9% | +6.4% | +39.4% | +31.1% |
| All | +146.3% | -12.8% | +159.1% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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