-86.1%
LX vs SPY
+74.6%
-160.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +1.4% |
| 7D | -8.7% | -0.9% | -7.8% | -7.2% |
| 30D | -9.2% | -2.4% | -6.8% | -5.8% |
| 3M | -56.8% | -1.2% | -55.7% | -55.8% |
| 6M | -69.5% | +3.3% | -72.8% | -70.7% |
| YTD | -78.9% | +12.3% | -91.2% | -81.8% |
| 1Y | -83.7% | +12.4% | -96.2% | -86.0% |
| 3Y | -60.1% | +78.8% | -138.9% | -82.2% |
| 5Y | -86.1% | +75.2% | -161.3% | -93.3% |
| All | -86.1% | +74.6% | -160.8% | -93.3% |
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