+48.3%
LHX vs RPRX
+57.8%
-9.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.7% | -4.0% | +0.3% | -3.1% |
| 30D | -13.2% | +4.9% | -18.1% | -13.9% |
| 3M | -18.4% | +9.4% | -27.7% | -19.6% |
| 6M | -32.0% | +33.3% | -65.2% | -35.1% |
| YTD | -13.6% | +59.0% | -72.6% | -19.8% |
| 1Y | -6.0% | +69.2% | -75.2% | -13.7% |
| 3Y | +57.9% | +124.1% | -66.1% | +37.1% |
| 5Y | +19.2% | +77.9% | -58.6% | +7.8% |
| All | +48.3% | +57.8% | -9.6% | +32.5% |
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