-9.5%
LVS vs RPRX
+177.1%
-186.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | -0.8% | +3.3% | -4.2% | -1.4% |
| 30D | +10.0% | +17.9% | -7.9% | +6.8% |
| 3M | -11.0% | +19.2% | -30.3% | -13.8% |
| 6M | -20.1% | +31.7% | -51.9% | -24.1% |
| YTD | -36.3% | +82.5% | -118.8% | -42.8% |
| 1Y | -36.8% | +78.4% | -115.3% | -43.1% |
| 3Y | -9.5% | +177.0% | -186.5% | -24.1% |
| All | -9.5% | +177.1% | -186.6% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling