+168.3%
VXUS vs LVS
+38.9%
+129.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.3% |
| 7D | -0.5% | -1.3% | +0.7% | -0.2% |
| 30D | -1.2% | +12.2% | -13.4% | -4.2% |
| 3M | -3.8% | -11.3% | +7.5% | -1.1% |
| 6M | -1.7% | -21.6% | +19.9% | +4.2% |
| YTD | +11.4% | -36.6% | +48.0% | +23.9% |
| 1Y | +13.3% | -38.4% | +51.7% | +27.0% |
| 3Y | +70.0% | -10.2% | +80.1% | +66.9% |
| 5Y | +48.1% | +9.4% | +38.7% | +30.9% |
| 10Y | +147.1% | -11.3% | +158.4% | +114.0% |
| All | +168.3% | +38.9% | +129.4% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling