-78.9%
LEXX vs VT
+90.3%
-169.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | 0.0% | +14.9% | +14.9% |
| 7D | +36.7% | +0.4% | +36.3% | +36.0% |
| 30D | +149.6% | +1.0% | +148.6% | +147.2% |
| 3M | +48.3% | +2.4% | +45.9% | +43.7% |
| 6M | +33.1% | +12.0% | +21.0% | +17.9% |
| YTD | +52.9% | +15.3% | +37.6% | +32.3% |
| 1Y | -2.2% | +22.6% | -24.8% | -20.3% |
| 3Y | -5.7% | +74.7% | -80.3% | -45.3% |
| 5Y | -85.0% | +66.1% | -151.2% | -90.6% |
| All | -78.9% | +90.3% | -169.2% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling