+81.4%
LII vs RPRX
+57.8%
+23.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.3% |
| 7D | +2.1% | -2.8% | +4.9% | +2.7% |
| 30D | -12.4% | +7.2% | -19.6% | -13.7% |
| 3M | -24.8% | +10.9% | -35.7% | -26.5% |
| 6M | -25.2% | +34.6% | -59.7% | -29.9% |
| YTD | -20.3% | +59.0% | -79.2% | -27.7% |
| 1Y | -32.9% | +72.5% | -105.5% | -40.3% |
| 3Y | +2.0% | +124.1% | -122.0% | -14.2% |
| 5Y | +24.4% | +75.9% | -51.5% | +10.8% |
| All | +81.4% | +57.8% | +23.5% | +60.5% |
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 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