Lexan and Plexi are exactly the same thing.
After a bit of searching i found that the reason that Lexan is the biggest producer of plexiglass in the US is a company called GELexan who produce a product called... you guessed it: Lexan. http://www.gelexan.com/gelexan/
Lexan do produce a type of plastic which is bullet resistant (obviously not proof) although a lot of other plastic manufacturers also produce one under their own branding.
EDIT: Also the thickness for Lexan(tm) to be bullet resistant is somewhere in the order of 20-25mm. Which you would never consider for a race car.