-84.9%
LX vs VT
+53.2%
-138.1%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.1% | -2.3% |
| 7D | -1.4% | -4.2% | +2.8% | +6.3% |
| 30D | -9.1% | -5.8% | -3.3% | +0.9% |
| 3M | -57.4% | -5.2% | -52.1% | -53.0% |
| 6M | -69.7% | +0.1% | -69.8% | -69.7% |
| YTD | -79.0% | +8.2% | -87.2% | -81.6% |
| 1Y | -84.3% | +10.1% | -94.4% | -86.7% |
| 3Y | -61.5% | +69.7% | -131.2% | -84.7% |
| 5Y | -84.9% | +53.4% | -138.3% | -92.0% |
| All | -84.9% | +53.2% | -138.1% | -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