-95.4%
LEXX vs SPY
+72.1%
-167.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.5% |
| 7D | -1.3% | +2.6% | -3.9% | -3.4% |
| 30D | +57.4% | -2.0% | +59.4% | +59.7% |
| 3M | -45.2% | -2.8% | -42.4% | -43.7% |
| 6M | -50.8% | +2.1% | -53.0% | -51.8% |
| YTD | -52.0% | +11.5% | -63.5% | -56.2% |
| 1Y | -73.1% | +13.5% | -86.6% | -75.8% |
| 3Y | -77.6% | +77.7% | -155.3% | -86.0% |
| All | -95.4% | +72.1% | -167.5% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling