+77.6%
LXU vs VT
+222.7%
-145.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.8% |
| 7D | +12.8% | +2.9% | +9.9% | +8.6% |
| 30D | +14.1% | -2.5% | +16.6% | +17.3% |
| 3M | +18.2% | -3.3% | +21.6% | +22.6% |
| 6M | -24.4% | +1.5% | -25.9% | -27.5% |
| YTD | +37.3% | +11.4% | +25.9% | +13.9% |
| 1Y | +17.5% | +11.9% | +5.6% | -3.2% |
| 3Y | +42.1% | +73.9% | -31.7% | -35.7% |
| 5Y | +23.6% | +57.9% | -34.3% | -35.7% |
| All | +77.6% | +222.7% | -145.0% | -76.2% |
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