-96.1%
LPCN vs SPY
+312.5%
-408.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.3% |
| 7D | -4.5% | -0.4% | -4.1% | -4.2% |
| 30D | +7.1% | -1.4% | +8.5% | +8.2% |
| 3M | +9.8% | +3.7% | +6.1% | +7.1% |
| 6M | -71.4% | +13.0% | -84.4% | -73.6% |
| YTD | -72.0% | +12.4% | -84.4% | -74.0% |
| 1Y | -21.5% | +18.5% | -40.0% | -29.7% |
| 3Y | -38.9% | +77.6% | -116.5% | -58.7% |
| 5Y | -89.4% | +81.7% | -171.1% | -93.0% |
| 10Y | -96.1% | +319.7% | -415.8% | -99.0% |
| All | -96.1% | +312.5% | -408.6% | -99.0% |
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