+83.9%
LII vs RPRX
+66.6%
+17.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.3% |
| YTD | -19.1% | +67.8% | -86.9% | -27.5% |
| 1Y | -29.7% | +76.7% | -106.4% | -37.7% |
| 3Y | +4.8% | +128.1% | -123.3% | -12.2% |
| 5Y | +24.6% | +82.9% | -58.3% | +9.8% |
| All | +83.9% | +66.6% | +17.3% | +61.0% |
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