+61.7%
LXU vs SPY
+3,074.3%
-3,012.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +1.0% |
| 7D | +1.5% | +0.5% | +1.0% | +1.0% |
| 30D | +18.0% | -0.9% | +18.9% | +18.9% |
| 3M | -6.8% | +3.9% | -10.7% | -10.9% |
| 6M | -15.9% | +14.5% | -30.4% | -27.7% |
| YTD | +33.5% | +12.9% | +20.6% | +16.4% |
| 1Y | +38.1% | +19.4% | +18.7% | +14.3% |
| 3Y | +7.8% | +78.5% | -70.7% | -39.4% |
| 5Y | +81.7% | +81.8% | 0.0% | +0.5% |
| 10Y | +35.5% | +311.5% | -276.0% | -62.2% |
| All | +61.7% | +3,074.3% | -3,012.6% | -83.1% |
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