-35.9%
LPCN vs SPY
+78.7%
-114.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.3% |
| 7D | +2.6% | +0.5% | +2.1% | +2.2% |
| 30D | +10.8% | -0.9% | +11.7% | +11.6% |
| 3M | +15.7% | +3.9% | +11.8% | +12.6% |
| 6M | -71.0% | +14.5% | -85.5% | -73.4% |
| YTD | -70.6% | +12.9% | -83.5% | -72.8% |
| 1Y | -18.9% | +19.4% | -38.3% | -27.2% |
| 3Y | -35.9% | +78.5% | -114.3% | -52.0% |
| All | -35.9% | +78.7% | -114.6% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling