-97.4%
LPCN vs SPY
+304.1%
-401.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.3% |
| 7D | +8.9% | -0.6% | +9.5% | +9.1% |
| 30D | -7.6% | -3.7% | -3.9% | -5.2% |
| 3M | -24.3% | -2.7% | -21.5% | -22.9% |
| 6M | -32.9% | +2.2% | -35.1% | -33.8% |
| YTD | -80.2% | +10.8% | -91.0% | -81.4% |
| 1Y | -45.0% | +11.2% | -56.2% | -48.6% |
| 3Y | -36.4% | +76.5% | -112.9% | -56.6% |
| 5Y | -92.0% | +72.9% | -164.9% | -94.5% |
| 10Y | -97.4% | +304.8% | -402.3% | -99.3% |
| All | -97.4% | +304.1% | -401.6% | -99.3% |
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