-9.3%
LHX vs RPRX
+85.8%
-95.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.2% | -6.8% |
| 7D | -0.3% | +4.2% | -4.6% | -1.2% |
| 30D | +9.7% | +19.2% | -9.6% | +6.3% |
| 3M | -8.5% | +18.0% | -26.5% | -11.3% |
| 6M | -15.1% | +35.7% | -50.8% | -18.8% |
| YTD | -10.4% | +77.2% | -87.7% | -11.9% |
| 1Y | -9.3% | +82.0% | -91.3% | -10.1% |
| All | -9.3% | +85.8% | -95.1% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling