-84.6%
LX vs VT
+57.4%
-141.9%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | -0.5% |
| 7D | +3.2% | +0.4% | +2.8% | +2.8% |
| 30D | -2.4% | -2.6% | +0.2% | +2.5% |
| 3M | -52.9% | -3.2% | -49.7% | -49.9% |
| 6M | -67.1% | +0.9% | -68.1% | -67.6% |
| YTD | -77.1% | +11.3% | -88.4% | -80.9% |
| 1Y | -82.5% | +14.0% | -96.5% | -86.0% |
| 3Y | -55.4% | +75.8% | -131.3% | -83.4% |
| 5Y | -84.6% | +57.8% | -142.4% | -92.0% |
| All | -84.6% | +57.4% | -141.9% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling