-78.9%
LEXX vs SPY
+118.9%
-197.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.4% | +15.2% | +15.2% |
| 7D | +36.7% | +0.1% | +36.6% | +36.4% |
| 30D | +149.6% | +0.1% | +149.5% | +149.2% |
| 3M | +48.3% | +2.0% | +46.3% | +44.6% |
| 6M | +33.1% | +13.0% | +20.0% | +18.4% |
| YTD | +52.9% | +13.5% | +39.3% | +36.1% |
| 1Y | -2.2% | +20.0% | -22.2% | -17.0% |
| 3Y | -5.7% | +77.2% | -82.9% | -42.9% |
| 5Y | -85.0% | +81.9% | -166.9% | -91.3% |
| All | -78.9% | +118.9% | -197.9% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling