+155.3%
LXFR vs SPY
+570.4%
-415.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.1% |
| 30D | +1.2% | -0.9% | +2.1% | +2.0% |
| 3M | -0.2% | +3.9% | -4.0% | -3.7% |
| 6M | +47.0% | +14.5% | +32.5% | +30.3% |
| YTD | +31.3% | +12.9% | +18.3% | +17.8% |
| 1Y | +31.8% | +19.4% | +12.4% | +12.7% |
| 3Y | +63.9% | +78.5% | -14.6% | -0.5% |
| 5Y | +0.4% | +81.8% | -81.4% | -40.4% |
| 10Y | +118.1% | +311.5% | -193.5% | -26.1% |
| All | +155.3% | +570.4% | -415.1% | -27.7% |
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