+62.4%
LMT vs RPRX
+66.6%
-4.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -6.3% | +5.1% | -11.4% | -6.7% |
| 30D | -8.5% | +11.2% | -19.7% | -9.4% |
| 3M | +1.8% | +16.7% | -14.9% | +0.3% |
| 6M | -19.9% | +36.0% | -55.9% | -22.2% |
| YTD | +10.6% | +67.8% | -57.2% | +5.5% |
| 1Y | +17.9% | +76.7% | -58.7% | +11.9% |
| 3Y | +27.0% | +128.1% | -101.2% | +16.7% |
| 5Y | +68.7% | +82.9% | -14.2% | +58.1% |
| All | +62.4% | +66.6% | -4.2% | +49.9% |
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