-93.3%
LEXX vs VT
+79.0%
-172.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.2% | +7.7% | +7.7% |
| 7D | +28.9% | -2.3% | +31.3% | +31.4% |
| 30D | +30.1% | -5.0% | +35.0% | +36.2% |
| 3M | -15.7% | -4.9% | -10.9% | -11.0% |
| 6M | -55.5% | -1.5% | -53.9% | -54.9% |
| YTD | -51.4% | +8.5% | -59.9% | -55.0% |
| 1Y | -72.2% | +11.4% | -83.6% | -75.0% |
| 3Y | -80.6% | +70.1% | -150.7% | -88.4% |
| 5Y | -95.2% | +53.7% | -149.0% | -96.7% |
| All | -93.3% | +79.0% | -172.3% | -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 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