-74.6%
LPTH vs SPY
+1,891.4%
-1,965.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -19.3% | +0.1% | -19.4% | -19.2% |
| 3M | -45.1% | +2.0% | -47.1% | -45.2% |
| 6M | -18.1% | +13.0% | -31.1% | -23.6% |
| YTD | -10.5% | +13.5% | -24.0% | -17.1% |
| 1Y | +69.1% | +20.0% | +49.1% | +52.5% |
| 3Y | +452.6% | +77.2% | +375.4% | +276.9% |
| 5Y | +322.3% | +81.9% | +240.4% | +187.6% |
| 10Y | +398.5% | +314.1% | +84.4% | +82.2% |
| All | -74.6% | +1,891.4% | -1,965.9% | -94.4% |
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 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