-44.5%
LPCN vs SPY
+11.8%
-56.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.3% |
| 7D | +5.9% | +3.3% | +2.6% | +2.0% |
| 30D | 0.0% | -2.7% | +2.7% | +3.2% |
| 3M | -21.4% | -1.7% | -19.6% | -19.9% |
| 6M | -30.5% | +3.1% | -33.6% | -34.0% |
| YTD | -79.8% | +11.9% | -91.7% | -82.6% |
| 1Y | -44.5% | +12.0% | -56.5% | -52.6% |
| All | -44.5% | +11.8% | -56.3% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling