-93.2%
LEXX vs VT
+83.6%
-176.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -1.5% |
| 7D | +24.7% | +0.4% | +24.4% | +23.9% |
| 30D | +36.7% | -2.6% | +39.3% | +39.8% |
| 3M | -13.9% | -3.2% | -10.6% | -10.5% |
| 6M | -50.4% | +0.9% | -51.3% | -50.9% |
| YTD | -50.9% | +11.3% | -62.3% | -55.7% |
| 1Y | -70.9% | +14.0% | -84.9% | -74.3% |
| 3Y | -80.7% | +75.8% | -156.6% | -88.8% |
| 5Y | -95.4% | +57.8% | -153.2% | -96.9% |
| All | -93.2% | +83.6% | -176.9% | -96.1% |
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