-49.8%
LEXX vs SPY
+76.5%
-126.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.6% | -0.5% | -29.1% | -29.2% |
| 7D | -50.0% | -0.4% | -49.7% | -49.8% |
| 30D | +20.2% | -1.4% | +21.6% | +21.7% |
| 3M | -34.1% | +3.7% | -37.8% | -36.0% |
| 6M | -39.7% | +13.0% | -52.7% | -45.3% |
| YTD | -28.7% | +12.4% | -41.1% | -34.8% |
| 1Y | -56.0% | +18.5% | -74.5% | -61.3% |
| All | -49.8% | +76.5% | -126.3% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling