-93.8%
LEXX vs VT
+83.7%
-177.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.6% | -9.3% | -9.3% |
| 7D | +0.2% | +2.9% | -2.6% | -2.4% |
| 30D | +49.3% | -2.5% | +51.8% | +52.6% |
| 3M | -31.7% | -3.3% | -28.4% | -28.9% |
| 6M | -51.7% | +1.5% | -53.2% | -52.5% |
| YTD | -54.8% | +11.4% | -66.2% | -59.3% |
| 1Y | -75.6% | +11.9% | -87.5% | -78.1% |
| 3Y | -80.2% | +73.9% | -154.1% | -88.4% |
| 5Y | -95.8% | +57.9% | -153.6% | -97.2% |
| All | -93.8% | +83.7% | -177.5% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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