-27.9%
LX vs SPY
+222.9%
-250.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.4% | -6.4% | -6.4% |
| 7D | -6.2% | +3.3% | -9.5% | -9.3% |
| 30D | -14.6% | -2.7% | -11.9% | -11.5% |
| 3M | -58.9% | -1.7% | -57.1% | -57.8% |
| 6M | -71.1% | +3.1% | -74.2% | -71.9% |
| YTD | -80.3% | +11.9% | -92.2% | -82.4% |
| 1Y | -84.5% | +12.0% | -96.5% | -86.2% |
| 3Y | -62.8% | +78.2% | -141.0% | -79.9% |
| 5Y | -87.5% | +73.2% | -160.7% | -92.9% |
| All | -27.9% | +222.9% | -250.8% | +1,079.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling