+54.0%
LHX vs RPRX
+116.2%
-62.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.3% | -8.4% | +4.1% | -3.1% |
| 30D | -15.1% | -0.6% | -14.5% | -15.1% |
| 3M | -21.0% | +6.4% | -27.4% | -21.8% |
| 6M | -32.0% | +26.6% | -58.6% | -34.1% |
| YTD | -15.3% | +53.8% | -69.1% | -19.7% |
| 1Y | -11.1% | +62.8% | -73.8% | -16.4% |
| 3Y | +54.0% | +118.0% | -64.0% | +35.7% |
| All | +54.0% | +116.2% | -62.2% | +35.7% |
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