-9.8%
LEN vs RPRX
+77.0%
-86.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.4% | -4.0% | +0.6% | -2.1% |
| 30D | -5.7% | +4.9% | -10.6% | -7.2% |
| 3M | -12.2% | +9.4% | -21.6% | -15.0% |
| 6M | -18.3% | +33.3% | -51.6% | -26.3% |
| YTD | -20.2% | +59.0% | -79.2% | -32.4% |
| 1Y | -40.1% | +69.2% | -109.3% | -50.5% |
| 3Y | -26.2% | +124.1% | -150.3% | -45.9% |
| 5Y | -9.8% | +77.9% | -87.7% | -24.8% |
| All | -9.8% | +77.0% | -86.8% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling