+328.5%
LSCC vs RPRX
+57.8%
+270.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.6% | +3.3% |
| 7D | +5.2% | -2.8% | +8.0% | +6.2% |
| 30D | -9.6% | +7.2% | -16.8% | -12.1% |
| 3M | -17.8% | +10.9% | -28.7% | -21.6% |
| 6M | +37.4% | +34.6% | +2.9% | +21.3% |
| YTD | +59.7% | +59.0% | +0.7% | +32.1% |
| 1Y | +76.2% | +72.5% | +3.7% | +40.5% |
| 3Y | +28.2% | +124.1% | -95.9% | -9.2% |
| 5Y | +87.2% | +75.9% | +11.3% | +49.8% |
| All | +328.5% | +57.8% | +270.6% | +246.5% |
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