+49.2%
LEN vs RPRX
+81.2%
-32.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | -3.9% | +19.2% | -23.1% | -8.6% |
| 6M | -0.4% | +31.7% | -32.1% | -8.3% |
| YTD | -16.8% | +82.5% | -99.3% | -30.6% |
| 1Y | -29.5% | +78.4% | -107.9% | -40.8% |
| 3Y | -25.6% | +177.0% | -202.5% | -45.9% |
| 5Y | -13.2% | +86.5% | -99.7% | -29.0% |
| All | +49.2% | +81.2% | -32.0% | +20.6% |
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