-95.4%
LEXX vs VT
+57.0%
-152.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.5% |
| 7D | -1.3% | +2.4% | -3.7% | -3.4% |
| 30D | +57.4% | -1.5% | +58.9% | +59.3% |
| 3M | -45.2% | -4.1% | -41.1% | -42.7% |
| 6M | -50.8% | +0.6% | -51.4% | -51.1% |
| YTD | -52.0% | +11.0% | -63.1% | -56.3% |
| 1Y | -73.1% | +13.3% | -86.4% | -76.0% |
| 3Y | -77.6% | +73.4% | -151.0% | -86.3% |
| All | -95.4% | +57.0% | -152.4% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling