-12.1%
LEN vs RPRX
+86.5%
-98.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -5.8% | +3.3% | -9.1% | -6.9% |
| 30D | +13.7% | +17.9% | -4.2% | +7.3% |
| 3M | -3.9% | +19.2% | -23.1% | -9.6% |
| 6M | -0.4% | +31.7% | -32.1% | -10.0% |
| YTD | -16.8% | +82.5% | -99.3% | -33.6% |
| 1Y | -29.5% | +78.4% | -107.9% | -43.3% |
| 3Y | -25.6% | +177.0% | -202.5% | -51.0% |
| All | -12.1% | +86.5% | -98.6% | -28.1% |
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