-97.1%
LXEH vs SPY
+77.0%
-174.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.4% |
| 7D | +19.3% | -0.8% | +20.1% | +19.5% |
| 30D | +1.1% | -1.1% | +2.2% | +1.3% |
| 3M | +32.6% | +3.9% | +28.7% | +31.7% |
| 6M | -22.2% | +13.6% | -35.8% | -24.6% |
| YTD | -4.3% | +12.7% | -17.0% | -6.9% |
| 1Y | -92.5% | +17.5% | -110.0% | -92.8% |
| 3Y | -97.1% | +76.9% | -174.0% | -98.4% |
| All | -97.1% | +77.0% | -174.1% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling