-19.5%
LX vs VT
+145.5%
-165.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.5% | +4.4% |
| 7D | +8.7% | -2.3% | +11.0% | +12.7% |
| 30D | -7.6% | -5.0% | -2.6% | -0.3% |
| 3M | -54.4% | -4.9% | -49.5% | -50.8% |
| 6M | -69.4% | -1.5% | -67.9% | -68.6% |
| YTD | -78.0% | +8.5% | -86.5% | -80.2% |
| 1Y | -83.1% | +11.4% | -94.5% | -85.4% |
| 3Y | -59.7% | +70.1% | -129.7% | -80.2% |
| 5Y | -84.2% | +53.7% | -137.9% | -90.7% |
| All | -19.5% | +145.5% | -165.0% | +2,502.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling