+1,701.5%
LXP vs SPY
+2,800.7%
-1,099.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | +2.8% | +15.5% | +15.4% |
| 7D | +18.3% | +2.8% | +15.5% | +15.4% |
| 30D | +18.3% | +2.8% | +15.5% | +15.4% |
| 3M | +18.3% | +2.8% | +15.5% | +15.4% |
| 6M | +19.5% | +5.2% | +14.3% | +13.9% |
| YTD | +26.9% | +11.5% | +15.4% | +13.8% |
| 1Y | +33.8% | +11.6% | +22.2% | +19.6% |
| 3Y | +70.2% | +79.9% | -9.7% | -8.4% |
| 5Y | +6.1% | +73.6% | -67.4% | -41.6% |
| 10Y | +124.1% | +323.1% | -199.0% | -53.7% |
| All | +1,701.5% | +2,800.7% | -1,099.2% | +50.4% |
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