-84.0%
LX vs SPY
+20.8%
-104.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.0% |
| 7D | -25.3% | +0.1% | -25.4% | -25.2% |
| 30D | -40.4% | +0.1% | -40.5% | -40.4% |
| 3M | -60.6% | +2.0% | -62.6% | -61.3% |
| 6M | -65.1% | +13.0% | -78.1% | -70.4% |
| YTD | -70.6% | +13.5% | -84.2% | -75.2% |
| 1Y | -84.0% | +20.0% | -104.0% | -86.4% |
| All | -84.0% | +20.8% | -104.8% | -86.4% |
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 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