-88.6%
LXRX vs VT
+224.4%
-313.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.9% |
| 7D | +26.4% | -0.7% | +27.0% | +26.6% |
| 30D | +13.3% | -1.7% | +15.1% | +15.4% |
| 3M | -23.0% | -2.3% | -20.7% | -21.1% |
| 6M | -19.0% | +1.5% | -20.6% | -21.7% |
| YTD | +62.6% | +12.0% | +50.6% | +39.0% |
| 1Y | +19.9% | +12.9% | +7.0% | +1.9% |
| 3Y | +85.1% | +74.9% | +10.2% | -6.2% |
| 5Y | -63.5% | +59.9% | -123.4% | -78.8% |
| 10Y | -88.6% | +224.6% | -313.2% | -97.2% |
| All | -88.6% | +224.4% | -313.0% | -97.2% |
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 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