-88.0%
LXRX vs VT
+222.7%
-310.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -2.9% | -2.8% |
| 7D | -4.0% | -0.1% | -3.9% | -3.8% |
| 30D | -10.4% | -0.7% | -9.7% | -9.6% |
| 3M | +14.4% | +4.0% | +10.4% | +8.2% |
| 6M | +28.0% | +12.3% | +15.7% | +9.4% |
| YTD | +87.0% | +14.0% | +72.9% | +57.1% |
| 1Y | +90.3% | +20.3% | +70.0% | +50.2% |
| 3Y | +35.2% | +75.4% | -40.2% | -31.2% |
| 5Y | -55.5% | +66.0% | -121.4% | -75.1% |
| 10Y | -88.0% | +228.2% | -316.2% | -96.8% |
| All | -88.0% | +222.7% | -310.6% | -96.8% |
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