+349.7%
LPTH vs SPY
+75.1%
+274.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.8% | +0.3% | +14.5% | +14.3% |
| 7D | -12.8% | -2.7% | -10.1% | -8.4% |
| 30D | -32.1% | -5.4% | -26.7% | -24.9% |
| 3M | -41.2% | -4.1% | -37.1% | -36.2% |
| 6M | -45.1% | +0.7% | -45.9% | -43.4% |
| YTD | -34.6% | +8.7% | -43.3% | -39.0% |
| 1Y | -7.3% | +10.9% | -18.2% | -15.1% |
| 3Y | +349.7% | +75.0% | +274.7% | +190.4% |
| All | +349.7% | +75.1% | +274.6% | +190.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling