-23.2%
LX vs VT
+144.9%
-168.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.1% | -5.1% | -3.5% |
| 7D | -1.4% | -4.2% | +2.8% | +5.0% |
| 30D | -9.1% | -5.8% | -3.3% | -0.8% |
| 3M | -57.4% | -5.2% | -52.1% | -53.7% |
| 6M | -69.7% | +0.1% | -69.8% | -69.6% |
| YTD | -79.0% | +8.2% | -87.2% | -81.1% |
| 1Y | -84.3% | +10.1% | -94.4% | -86.2% |
| 3Y | -61.5% | +69.7% | -131.2% | -81.0% |
| 5Y | -84.9% | +53.4% | -138.3% | -91.1% |
| All | -23.2% | +144.9% | -168.1% | +2,392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling