+601.0%
LITE vs RPRX
+75.3%
+525.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -35.9% | +0.2% | -36.1% | -36.0% |
| 30D | -51.5% | +18.6% | -70.1% | -53.9% |
| 3M | -35.7% | +18.0% | -53.7% | -39.1% |
| 6M | -43.0% | +33.8% | -76.8% | -48.8% |
| YTD | +46.1% | +76.6% | -30.4% | +20.0% |
| 1Y | +124.7% | +68.2% | +56.5% | +87.3% |
| 3Y | +1,172.1% | +161.5% | +1,010.5% | +825.5% |
| 5Y | +477.0% | +91.4% | +385.6% | +357.8% |
| All | +601.0% | +75.3% | +525.7% | +454.8% |
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