+500.9%
LNG vs RPRX
+52.7%
+448.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.7% | -8.4% | +3.7% | -3.4% |
| 30D | +3.8% | -0.6% | +4.4% | +3.9% |
| 3M | +16.2% | +6.4% | +9.7% | +15.1% |
| 6M | +11.7% | +26.6% | -14.9% | +7.7% |
| YTD | +44.2% | +53.8% | -9.6% | +34.7% |
| 1Y | +18.6% | +62.8% | -44.2% | +9.6% |
| 3Y | +77.4% | +118.0% | -40.6% | +55.3% |
| 5Y | +232.3% | +71.2% | +161.1% | +204.4% |
| All | +500.9% | +52.7% | +448.2% | +447.8% |
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 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