+207.5%
LPTH vs SPY
+67.0%
+140.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | -4.4% | -9.0% | -7.1% |
| 7D | -26.0% | -4.7% | -21.3% | -20.4% |
| 30D | -43.4% | -5.9% | -37.5% | -37.8% |
| 3M | -48.7% | -4.5% | -44.2% | -44.6% |
| 6M | -49.2% | +1.8% | -51.0% | -48.6% |
| YTD | -43.1% | +8.3% | -51.4% | -46.5% |
| 1Y | -21.5% | +9.3% | -30.8% | -26.5% |
| 3Y | +289.2% | +74.9% | +214.4% | +112.7% |
| 5Y | +207.5% | +67.3% | +140.2% | +94.1% |
| All | +207.5% | +67.0% | +140.5% | +94.1% |
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