-98.4%
LXRX vs SPY
+700.7%
-799.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.9% |
| 7D | -4.0% | -0.4% | -3.7% | -3.5% |
| 30D | -10.4% | -1.4% | -9.0% | -8.5% |
| 3M | +14.4% | +3.7% | +10.7% | +7.8% |
| 6M | +28.0% | +13.0% | +15.0% | +6.3% |
| YTD | +87.0% | +12.4% | +74.6% | +56.8% |
| 1Y | +90.3% | +18.5% | +71.7% | +48.6% |
| 3Y | +35.2% | +77.6% | -42.4% | -41.1% |
| 5Y | -55.5% | +81.7% | -137.2% | -80.6% |
| 10Y | -88.0% | +319.7% | -407.6% | -98.7% |
| All | -98.4% | +700.7% | -799.1% | -99.9% |
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 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