-25.1%
LX vs SPY
+219.8%
-245.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -10.1% |
| 7D | -10.0% | -0.6% | -9.4% | -9.1% |
| 30D | -12.6% | -3.7% | -9.0% | -8.5% |
| 3M | -58.2% | -2.7% | -55.4% | -56.6% |
| 6M | -70.6% | +2.2% | -72.8% | -71.1% |
| YTD | -79.5% | +10.8% | -90.4% | -81.6% |
| 1Y | -84.2% | +11.2% | -95.5% | -85.9% |
| 3Y | -61.3% | +76.5% | -137.8% | -78.9% |
| 5Y | -86.5% | +72.9% | -159.4% | -92.3% |
| All | -25.1% | +219.8% | -245.0% | +1,137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling