+43.5%
LDOS vs RPRX
+66.6%
-23.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -5.4% | +5.1% | -10.5% | -6.3% |
| 30D | +4.9% | +11.2% | -6.3% | +2.8% |
| 3M | +7.2% | +16.7% | -9.5% | +4.1% |
| 6M | -24.2% | +36.0% | -60.2% | -28.5% |
| YTD | -25.8% | +67.8% | -93.6% | -32.7% |
| 1Y | -24.7% | +76.7% | -101.4% | -32.5% |
| 3Y | +39.3% | +128.1% | -88.8% | +17.4% |
| 5Y | +43.3% | +82.9% | -39.6% | +25.8% |
| All | +43.5% | +66.6% | -23.1% | +24.5% |
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