-99.8%
LPSN vs SPY
+78.1%
-177.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.1% |
| 7D | -5.5% | -0.1% | -5.4% | -5.2% |
| 30D | -11.8% | +0.3% | -12.1% | -12.7% |
| 3M | -47.7% | +7.3% | -55.0% | -54.7% |
| 6M | -45.0% | +9.1% | -54.2% | -53.7% |
| YTD | -55.6% | +10.7% | -66.2% | -63.5% |
| 1Y | -88.0% | +21.6% | -109.6% | -91.8% |
| 3Y | -97.6% | +73.4% | -171.1% | -99.2% |
| All | -99.8% | +78.1% | -177.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling