-98.6%
LPCN vs SPY
+446.5%
-545.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +12.9% | +0.1% | +12.8% | +12.8% |
| 30D | +12.9% | +0.1% | +12.9% | +12.9% |
| 3M | +10.9% | +2.0% | +8.9% | +9.5% |
| 6M | -70.9% | +13.0% | -83.9% | -73.2% |
| YTD | -69.5% | +13.5% | -83.0% | -71.9% |
| 1Y | -15.2% | +20.0% | -35.2% | -24.7% |
| 3Y | -34.8% | +77.2% | -112.0% | -56.0% |
| 5Y | -88.5% | +81.9% | -170.3% | -92.4% |
| 10Y | -95.9% | +314.1% | -409.9% | -98.4% |
| All | -98.6% | +446.5% | -545.0% | -99.5% |
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