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LPTH vs SPY 1 Year Daily ReturnsLPTH has a beta of 1.06. In the past year, LPTH has been more volatile than the S&P500.
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LPTH Historical BetaSince 2024-08-13, the beta for LPTH changed by +0.59 and had an average of 0.65.
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LPTH Sharpe RatioLPTH has a 1 year sharpe of 1.93 which is +1.59 compared to the S&P500.
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LPTH Daily P/L Normal DistributionLPTH has a P/L mean of 0.47% and a std dev of 4.94%. A daily 1σ move is between $NaN and $NaN.
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LPTH 1 Year Drawdown
LPTH Yearly Drawdown Duration