+84.3%
LNT vs RPRX
+81.2%
+3.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +1.0% | +3.3% | -2.3% | +0.6% |
| 30D | +9.6% | +17.9% | -8.3% | +7.1% |
| 3M | +5.4% | +19.2% | -13.8% | +2.7% |
| 6M | +3.1% | +31.7% | -28.6% | -1.0% |
| YTD | +16.5% | +82.5% | -66.0% | +6.8% |
| 1Y | +12.3% | +78.4% | -66.1% | +3.3% |
| 3Y | +70.3% | +177.0% | -106.6% | +46.6% |
| 5Y | +56.4% | +86.5% | -30.1% | +39.9% |
| All | +84.3% | +81.2% | +3.1% | +64.1% |
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