-21.5%
LPTH vs SPY
+9.8%
-31.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.4% | -9.0% | -0.1% |
| 7D | -26.0% | -4.7% | -21.3% | -14.1% |
| 30D | -43.4% | -5.9% | -37.5% | -31.1% |
| 3M | -48.7% | -4.5% | -44.2% | -40.1% |
| 6M | -49.2% | +1.8% | -51.0% | -48.5% |
| YTD | -43.1% | +8.3% | -51.4% | -53.5% |
| 1Y | -21.5% | +9.3% | -30.8% | -37.3% |
| All | -21.5% | +9.8% | -31.2% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling