+4.0%
LII vs RPRX
+137.9%
-133.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | -0.7% | +5.1% | -5.8% | -1.7% |
| 30D | -12.6% | +11.2% | -23.8% | -14.5% |
| 3M | -24.4% | +16.7% | -41.2% | -26.9% |
| 6M | -28.7% | +36.0% | -64.7% | -33.5% |
| YTD | -19.1% | +67.8% | -86.9% | -27.6% |
| 1Y | -29.7% | +76.7% | -106.4% | -37.7% |
| All | +4.0% | +137.9% | -133.8% | -11.7% |
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