-98.6%
LPCN vs VT
+267.7%
-366.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +12.9% | +0.4% | +12.5% | +12.5% |
| 30D | +12.9% | +1.0% | +11.9% | +12.1% |
| 3M | +10.9% | +2.4% | +8.5% | +9.1% |
| 6M | -70.9% | +12.0% | -82.9% | -73.0% |
| YTD | -69.5% | +15.3% | -84.8% | -72.1% |
| 1Y | -15.2% | +22.6% | -37.8% | -25.7% |
| 3Y | -34.8% | +74.7% | -109.5% | -55.6% |
| 5Y | -88.5% | +66.1% | -154.6% | -91.9% |
| 10Y | -95.9% | +225.0% | -320.9% | -98.1% |
| All | -98.6% | +267.7% | -366.3% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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