+109.1%
VXUS vs LYFT
-82.5%
+191.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -1.4% | -8.4% | +6.9% | -0.4% |
| 30D | -0.5% | -7.6% | +7.1% | +0.4% |
| 3M | +2.6% | +11.7% | -9.2% | +0.9% |
| 6M | +10.9% | +15.1% | -4.2% | +8.5% |
| YTD | +16.1% | -20.9% | +37.1% | +18.4% |
| 1Y | +22.3% | -16.4% | +38.7% | +23.1% |
| 3Y | +72.0% | +35.2% | +36.8% | +55.4% |
| 5Y | +54.1% | -69.4% | +123.5% | +61.4% |
| All | +109.1% | -82.5% | +191.6% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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