-57.7%
LXEO vs SPY
+82.5%
-140.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -4.1% |
| 7D | -13.1% | -0.8% | -12.3% | -11.8% |
| 30D | -12.7% | -1.1% | -11.7% | -10.9% |
| 3M | +1.2% | +3.9% | -2.7% | -6.1% |
| 6M | -38.0% | +13.6% | -51.6% | -50.9% |
| YTD | -57.2% | +12.7% | -69.9% | -65.5% |
| 1Y | -18.0% | +17.5% | -35.5% | -38.9% |
| All | -57.7% | +82.5% | -140.2% | -79.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling