-99.9%
LXEH vs VT
+123.1%
-223.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.6% | -3.7% |
| 7D | -10.7% | +0.4% | -11.2% | -10.8% |
| 30D | -10.7% | +1.0% | -11.7% | -11.0% |
| 3M | +10.3% | +2.4% | +7.9% | +9.4% |
| 6M | -47.0% | +12.0% | -59.0% | -49.4% |
| YTD | -19.8% | +15.3% | -35.1% | -24.2% |
| 1Y | -93.0% | +22.6% | -115.6% | -93.6% |
| 3Y | -97.9% | +74.7% | -172.6% | -98.5% |
| 5Y | -99.9% | +66.1% | -166.1% | -99.9% |
| All | -99.9% | +123.1% | -223.0% | -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 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