+183.8%
VXUS vs LVS
+52.0%
+131.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.0% | -1.5% | +2.5% | +1.4% |
| 30D | +2.2% | -3.2% | +5.4% | +3.0% |
| 3M | +3.0% | -12.0% | +14.9% | +6.2% |
| 6M | +10.7% | -19.9% | +30.6% | +16.6% |
| YTD | +17.8% | -30.6% | +48.5% | +28.3% |
| 1Y | +27.6% | -17.7% | +45.3% | +31.9% |
| 3Y | +73.3% | -14.2% | +87.5% | +72.6% |
| 5Y | +54.3% | +9.6% | +44.7% | +36.1% |
| 10Y | +149.8% | +5.7% | +144.2% | +106.1% |
| All | +183.8% | +52.0% | +131.8% | +82.7% |
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