-54.0%
LX vs VT
+75.0%
-129.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -25.3% | +0.4% | -25.7% | -25.6% |
| 30D | -40.4% | +1.0% | -41.4% | -41.1% |
| 3M | -60.6% | +2.4% | -63.0% | -62.1% |
| 6M | -65.1% | +12.0% | -77.1% | -70.6% |
| YTD | -70.6% | +15.3% | -86.0% | -76.3% |
| 1Y | -84.0% | +22.6% | -106.6% | -88.3% |
| All | -54.0% | +75.0% | -129.0% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling