-84.8%
LX vs VT
+53.4%
-138.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.5% | +4.4% |
| 7D | +8.7% | -2.3% | +11.0% | +13.4% |
| 30D | -7.6% | -5.0% | -2.6% | +1.2% |
| 3M | -54.4% | -4.9% | -49.5% | -50.1% |
| 6M | -69.4% | -1.5% | -67.9% | -68.5% |
| YTD | -78.0% | +8.5% | -86.5% | -80.8% |
| 1Y | -83.1% | +11.4% | -94.5% | -86.0% |
| 3Y | -59.7% | +70.1% | -129.7% | -84.1% |
| All | -84.8% | +53.4% | -138.2% | -91.8% |
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