+1,689.8%
LXP vs SPY
+2,854.3%
-1,164.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.2% | +0.1% | +0.2% | +0.1% |
| 3M | +19.1% | +2.0% | +17.1% | +16.2% |
| 6M | +27.0% | +13.0% | +13.9% | +11.4% |
| YTD | +26.1% | +13.5% | +12.5% | +10.0% |
| 1Y | +41.4% | +20.0% | +21.5% | +16.4% |
| 3Y | +46.8% | +77.2% | -30.4% | -20.3% |
| 5Y | +12.9% | +81.9% | -68.9% | -41.4% |
| 10Y | +94.7% | +314.1% | -219.4% | -59.1% |
| All | +1,689.8% | +2,854.3% | -1,164.5% | +45.4% |
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 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