-93.1%
LEXX vs VT
+84.8%
-177.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.9% |
| 7D | +14.0% | -0.7% | +14.7% | +14.4% |
| 30D | +41.9% | -1.7% | +43.6% | +43.9% |
| 3M | -19.9% | -2.3% | -17.6% | -17.5% |
| 6M | -48.9% | +1.5% | -50.4% | -49.7% |
| YTD | -49.9% | +12.0% | -61.9% | -55.1% |
| 1Y | -72.4% | +12.9% | -85.3% | -75.4% |
| 3Y | -78.1% | +74.9% | -153.0% | -87.2% |
| 5Y | -95.3% | +59.9% | -155.2% | -96.9% |
| All | -93.1% | +84.8% | -177.9% | -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