-55.5%
LEXX vs VT
-0.9%
-54.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.7% | +7.8% |
| 7D | +28.9% | -2.3% | +31.3% | +29.9% |
| 30D | +30.1% | -5.0% | +35.0% | +33.5% |
| 3M | -15.7% | -4.9% | -10.9% | -13.2% |
| 6M | -55.5% | -1.5% | -53.9% | -52.1% |
| All | -55.5% | -0.9% | -54.5% | -52.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling