+186.4%
LXP vs VT
+374.2%
-187.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.1% | +0.4% | -0.3% | -0.5% |
| 30D | +0.2% | +1.0% | -0.7% | -1.1% |
| 3M | +19.1% | +2.4% | +16.7% | +14.4% |
| 6M | +27.0% | +12.0% | +15.0% | +7.7% |
| YTD | +26.1% | +15.3% | +10.7% | +2.5% |
| 1Y | +41.4% | +22.6% | +18.8% | +5.6% |
| 3Y | +46.8% | +74.7% | -27.9% | -33.5% |
| 5Y | +12.9% | +66.1% | -53.2% | -46.7% |
| 10Y | +94.7% | +225.0% | -130.3% | -69.0% |
| All | +186.4% | +374.2% | -187.8% | -76.1% |
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