-98.9%
LPSN vs SPY
+688.5%
-787.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -5.5% | -0.1% | -5.4% | -5.3% |
| 30D | -11.8% | +0.3% | -12.1% | -12.2% |
| 3M | -47.7% | +7.3% | -55.0% | -51.3% |
| 6M | -45.0% | +9.1% | -54.2% | -49.4% |
| YTD | -55.6% | +10.7% | -66.2% | -59.6% |
| 1Y | -88.0% | +21.6% | -109.6% | -90.0% |
| 3Y | -97.6% | +73.4% | -171.1% | -98.5% |
| 5Y | -99.8% | +86.2% | -186.0% | -99.9% |
| 10Y | -98.5% | +308.3% | -406.8% | -99.5% |
| All | -98.9% | +688.5% | -787.3% | -99.8% |
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