-80.6%
LEXX vs VT
+69.7%
-150.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.7% | +7.7% |
| 7D | +28.9% | -2.3% | +31.3% | +31.2% |
| 30D | +30.1% | -5.0% | +35.0% | +35.7% |
| 3M | -15.7% | -4.9% | -10.9% | -11.4% |
| 6M | -55.5% | -1.5% | -53.9% | -54.8% |
| YTD | -51.4% | +8.5% | -59.9% | -54.5% |
| 1Y | -72.2% | +11.4% | -83.6% | -74.6% |
| 3Y | -80.6% | +70.1% | -150.7% | -80.9% |
| All | -80.6% | +69.7% | -150.4% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling