+44.9%
LDOS vs RPRX
+82.4%
-37.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -1.3% | +3.6% | -4.9% | -2.0% |
| 30D | +10.1% | +21.2% | -11.1% | +6.3% |
| 3M | -4.7% | +21.6% | -26.3% | -8.1% |
| 6M | +5.6% | +36.7% | -31.1% | -0.4% |
| YTD | -25.1% | +83.7% | -108.8% | -33.2% |
| 1Y | -31.7% | +83.2% | -114.9% | -39.1% |
| 3Y | +33.7% | +177.7% | -144.0% | +8.5% |
| 5Y | +54.4% | +95.8% | -41.4% | +33.9% |
| All | +44.9% | +82.4% | -37.5% | +23.6% |
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