-99.9%
LXEH vs VT
+116.7%
-216.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.7% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | -21.6% | -1.7% | -19.9% | -21.2% |
| 3M | -29.4% | -2.3% | -27.1% | -29.0% |
| 6M | +17.6% | +1.5% | +16.1% | +16.5% |
| YTD | -32.1% | +12.0% | -44.1% | -35.3% |
| 1Y | -68.6% | +12.9% | -81.4% | -70.1% |
| 3Y | -98.6% | +74.9% | -173.6% | -99.0% |
| 5Y | -99.9% | +59.9% | -159.8% | -99.9% |
| All | -99.9% | +116.7% | -216.7% | -100.0% |
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 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