-25.6%
LEN vs RPRX
+177.1%
-202.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -5.8% | +3.3% | -9.1% | -6.7% |
| 30D | +13.7% | +17.9% | -4.2% | +8.8% |
| 3M | -3.9% | +19.2% | -23.1% | -8.2% |
| 6M | -0.4% | +31.7% | -32.1% | -7.6% |
| YTD | -16.8% | +82.5% | -99.3% | -29.7% |
| 1Y | -29.5% | +78.4% | -107.9% | -40.0% |
| 3Y | -25.6% | +177.0% | -202.5% | -45.3% |
| All | -25.6% | +177.1% | -202.6% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling