+46.9%
LDOS vs RPRX
+76.0%
-29.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | +2.5% | -6.2% | -4.1% |
| 30D | +16.4% | +19.7% | -3.3% | +12.6% |
| 3M | +7.4% | +17.5% | -10.1% | +4.2% |
| 6M | -0.3% | +35.1% | -35.4% | -5.8% |
| YTD | -24.0% | +77.3% | -101.3% | -31.8% |
| 1Y | -29.6% | +70.4% | -100.0% | -36.4% |
| 3Y | +35.1% | +161.0% | -125.9% | +11.0% |
| 5Y | +52.9% | +92.2% | -39.3% | +33.1% |
| All | +46.9% | +76.0% | -29.1% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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