-1.7%
LX vs SPY
+222.4%
-224.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.1% |
| 7D | -5.3% | -2.0% | -3.3% | -3.1% |
| 30D | -45.1% | -1.7% | -43.4% | -44.0% |
| 3M | -62.3% | +4.7% | -67.0% | -64.2% |
| 6M | -67.3% | +12.5% | -79.8% | -71.2% |
| YTD | -73.1% | +11.7% | -84.9% | -76.1% |
| 1Y | -84.8% | +17.5% | -102.3% | -87.2% |
| 3Y | -55.4% | +76.6% | -132.0% | -75.8% |
| 5Y | -84.2% | +82.0% | -166.3% | -91.4% |
| All | -1.7% | +222.4% | -224.2% | +1,502.6% |
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