+41.1%
LEN vs RPRX
+52.7%
-11.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -4.8% | -8.4% | +3.6% | -2.3% |
| 30D | -6.6% | -0.6% | -5.9% | -6.4% |
| 3M | -15.7% | +6.4% | -22.1% | -17.4% |
| 6M | -16.6% | +26.6% | -43.2% | -22.5% |
| YTD | -21.3% | +53.8% | -75.1% | -31.0% |
| 1Y | -42.0% | +62.8% | -104.8% | -50.1% |
| 3Y | -27.9% | +118.0% | -145.9% | -43.9% |
| 5Y | -10.7% | +71.2% | -81.9% | -24.7% |
| All | +41.1% | +52.7% | -11.6% | +19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling