+347.7%
LSCC vs RPRX
+82.4%
+265.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.8% | +9.5% | +10.1% |
| 7D | +14.5% | +3.6% | +10.8% | +13.2% |
| 30D | -0.1% | +21.2% | -21.2% | -6.8% |
| 3M | -2.7% | +21.6% | -24.3% | -9.7% |
| 6M | -4.8% | +36.7% | -41.5% | -16.3% |
| YTD | +66.9% | +83.7% | -16.8% | +30.8% |
| 1Y | +85.8% | +83.2% | +2.7% | +45.9% |
| 3Y | +115.6% | +177.7% | -62.1% | +40.5% |
| 5Y | +48.8% | +95.8% | -47.0% | +14.5% |
| All | +347.7% | +82.4% | +265.3% | +243.1% |
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