+94.7%
LXP vs VT
+224.5%
-129.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.1% | +0.4% | -0.3% | -0.3% |
| 30D | +0.2% | +1.0% | -0.7% | -0.7% |
| 3M | +19.1% | +2.4% | +16.7% | +16.1% |
| 6M | +27.0% | +12.0% | +15.0% | +14.1% |
| YTD | +26.1% | +15.3% | +10.7% | +10.2% |
| 1Y | +41.4% | +22.6% | +18.8% | +16.8% |
| 3Y | +46.8% | +74.7% | -27.9% | -12.3% |
| 5Y | +12.9% | +66.1% | -53.2% | -30.0% |
| All | +94.7% | +224.5% | -129.8% | -39.3% |
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