-99.9%
LXEH vs VT
+120.6%
-220.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.6% | +9.0% | +8.6% |
| 7D | +8.5% | -0.1% | +8.7% | +8.5% |
| 30D | -4.0% | -0.7% | -3.3% | -3.8% |
| 3M | +19.1% | +4.0% | +15.2% | +17.4% |
| 6M | -24.0% | +12.3% | -36.3% | -27.6% |
| YTD | -10.2% | +14.0% | -24.2% | -14.8% |
| 1Y | -92.6% | +20.3% | -112.9% | -93.2% |
| 3Y | -97.2% | +75.4% | -172.7% | -98.0% |
| 5Y | -99.9% | +66.0% | -165.9% | -99.9% |
| All | -99.9% | +120.6% | -220.5% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling