-93.0%
LEXX vs VT
+82.8%
-175.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.5% |
| 7D | +16.1% | -0.1% | +16.3% | +15.9% |
| 30D | +41.0% | -3.1% | +44.0% | +44.8% |
| 3M | -14.8% | -3.5% | -11.3% | -11.2% |
| 6M | -48.9% | +0.5% | -49.3% | -49.2% |
| YTD | -49.4% | +10.8% | -60.2% | -54.2% |
| 1Y | -71.9% | +11.9% | -83.8% | -74.8% |
| 3Y | -77.9% | +73.0% | -150.8% | -86.9% |
| 5Y | -95.2% | +58.6% | -153.8% | -96.8% |
| All | -93.0% | +82.8% | -175.8% | -96.0% |
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