-75.6%
LEXX vs SPY
+14.6%
-90.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.7% |
| 7D | +23.3% | -0.7% | +24.0% | +24.3% |
| 30D | +46.9% | -1.0% | +48.0% | +48.6% |
| 3M | -27.6% | -0.3% | -27.2% | -27.1% |
| 6M | -59.6% | +7.3% | -67.0% | -62.0% |
| YTD | -56.0% | +13.3% | -69.4% | -60.3% |
| 1Y | -75.6% | +14.8% | -90.3% | -78.6% |
| All | -75.6% | +14.6% | -90.2% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling