+65.8%
LII vs RPRX
+82.4%
-16.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -2.3% | +3.6% | -5.9% | -3.0% |
| 30D | -1.7% | +21.2% | -22.8% | -5.5% |
| 3M | -18.3% | +21.6% | -39.9% | -21.6% |
| 6M | -32.3% | +36.7% | -69.0% | -36.7% |
| YTD | -27.1% | +83.7% | -110.8% | -35.9% |
| 1Y | -27.2% | +83.2% | -110.4% | -35.9% |
| 3Y | -8.9% | +177.7% | -186.6% | -26.7% |
| 5Y | +19.7% | +95.8% | -76.1% | +3.8% |
| All | +65.8% | +82.4% | -16.6% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling