+175.3%
LIN vs RPRX
+81.2%
+94.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +2.1% | +3.3% | -1.2% | +1.5% |
| 30D | +6.8% | +17.9% | -11.1% | +3.6% |
| 3M | +10.4% | +19.2% | -8.9% | +6.8% |
| 6M | +3.2% | +31.7% | -28.6% | -2.2% |
| YTD | +24.6% | +82.5% | -57.9% | +10.9% |
| 1Y | +24.4% | +78.4% | -54.1% | +11.2% |
| 3Y | +36.7% | +177.0% | -140.2% | +11.1% |
| 5Y | +67.0% | +86.5% | -19.4% | +46.7% |
| All | +175.3% | +81.2% | +94.2% | +139.1% |
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