+155.6%
LXFR vs VT
+325.6%
-170.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +0.5% | -2.3% | +2.8% | +2.6% |
| 30D | +0.6% | -5.0% | +5.5% | +5.3% |
| 3M | +1.3% | -4.9% | +6.2% | +5.9% |
| 6M | +10.3% | -1.5% | +11.9% | +11.5% |
| YTD | +31.4% | +8.5% | +22.9% | +21.2% |
| 1Y | +45.1% | +11.4% | +33.8% | +30.5% |
| 3Y | +126.8% | +70.1% | +56.7% | +39.7% |
| 5Y | -5.0% | +53.7% | -58.7% | -36.1% |
| 10Y | +155.0% | +220.0% | -65.0% | +0.9% |
| All | +155.6% | +325.6% | -170.0% | -8.2% |
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