-83.7%
LX vs SPY
+81.8%
-165.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -2.6% |
| 7D | -3.3% | +0.5% | -3.8% | -4.0% |
| 30D | -41.6% | -0.9% | -40.6% | -40.7% |
| 3M | -58.8% | +3.9% | -62.7% | -61.0% |
| 6M | -65.1% | +14.5% | -79.6% | -70.9% |
| YTD | -71.6% | +12.9% | -84.5% | -75.8% |
| 1Y | -84.9% | +19.4% | -104.2% | -88.1% |
| 3Y | -52.9% | +78.5% | -131.4% | -79.0% |
| 5Y | -83.7% | +81.8% | -165.4% | -92.5% |
| All | -83.7% | +81.8% | -165.4% | -92.5% |
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