+105.8%
LXP vs SPY
+312.5%
-206.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +0.1% | -0.4% | +0.4% | +0.4% |
| 30D | +0.1% | -1.4% | +1.5% | +1.2% |
| 3M | +17.1% | +3.7% | +13.3% | +13.3% |
| 6M | +30.8% | +13.0% | +17.8% | +17.7% |
| YTD | +26.1% | +12.4% | +13.7% | +13.8% |
| 1Y | +42.0% | +18.5% | +23.5% | +22.4% |
| 3Y | +50.5% | +77.6% | -27.2% | -9.1% |
| 5Y | +14.7% | +81.7% | -67.0% | -32.8% |
| 10Y | +105.8% | +319.7% | -213.8% | -44.2% |
| All | +105.8% | +312.5% | -206.7% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling