-69.6%
LXEO vs VT
+74.3%
-143.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.6% |
| 7D | -1.6% | -0.1% | -1.5% | -0.7% |
| 30D | -5.3% | -3.1% | -2.2% | +1.5% |
| 3M | -33.9% | -3.5% | -30.4% | -28.5% |
| 6M | -47.5% | +0.5% | -48.0% | -47.4% |
| YTD | -69.2% | +10.8% | -80.0% | -74.4% |
| 1Y | -64.1% | +11.9% | -76.0% | -70.7% |
| 3Y | -71.6% | +73.0% | -144.6% | -86.9% |
| All | -69.6% | +74.3% | -143.9% | -86.0% |
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 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