+65.2%
LII vs RPRX
+79.2%
-14.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.7% |
| 7D | -1.2% | +3.4% | -4.6% | -1.8% |
| 30D | -2.0% | +20.8% | -22.8% | -5.7% |
| 3M | -20.2% | +21.6% | -41.9% | -23.4% |
| 6M | -32.5% | +36.5% | -69.1% | -36.9% |
| YTD | -27.4% | +80.4% | -107.8% | -35.9% |
| 1Y | -28.2% | +81.8% | -110.0% | -36.6% |
| 3Y | -7.2% | +170.9% | -178.1% | -24.9% |
| 5Y | +19.9% | +95.2% | -75.3% | +4.3% |
| All | +65.2% | +79.2% | -14.0% | +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 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