I assume the code you posted is in a loop. The most likely solution is something like this:
for loop_index = 1:last_value
... CODE ...
x(loop_index) = Timestep;
y(loop_index) = LogPriceReturn;
end
figure
plot(x,y)
title('Log Price Return')
xlabel('Timestep')
ylabel('Log Price Return')
axis([1 n -1 1])
grid