+49.1%
LXU vs VT
+226.9%
-177.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.5% |
| 7D | +3.6% | -2.0% | +5.6% | +6.2% |
| 30D | +16.4% | -1.4% | +17.8% | +18.4% |
| 3M | -2.1% | +4.7% | -6.8% | -9.1% |
| 6M | -8.8% | +11.4% | -20.1% | -23.7% |
| YTD | +36.8% | +13.1% | +23.8% | +11.9% |
| 1Y | +43.1% | +19.0% | +24.0% | +9.4% |
| 3Y | +10.4% | +73.9% | -63.5% | -49.8% |
| 5Y | +88.0% | +65.4% | +22.7% | -8.0% |
| All | +49.1% | +226.9% | -177.8% | -76.0% |
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