-99.9%
LXEH vs SPY
+144.2%
-244.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +8.6% |
| 7D | +8.5% | -0.4% | +8.9% | +8.7% |
| 30D | -4.0% | -1.4% | -2.6% | -3.5% |
| 3M | +19.1% | +3.7% | +15.4% | +17.4% |
| 6M | -24.0% | +13.0% | -37.0% | -27.8% |
| YTD | -10.2% | +12.4% | -22.6% | -14.4% |
| 1Y | -92.6% | +18.5% | -111.2% | -93.1% |
| 3Y | -97.2% | +77.6% | -174.9% | -98.0% |
| 5Y | -99.9% | +81.7% | -181.6% | -99.9% |
| All | -99.9% | +144.2% | -244.1% | -99.9% |
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