+177.0%
RPRX vs LCID
-92.2%
+269.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.1% | +1.3% |
| 7D | +3.3% | -10.2% | +13.5% | +3.8% |
| 30D | +17.9% | -10.2% | +28.1% | +18.2% |
| 3M | +19.2% | -54.1% | +73.4% | +23.2% |
| 6M | +31.7% | -53.8% | +85.5% | +34.8% |
| YTD | +82.5% | -72.0% | +154.5% | +90.4% |
| 1Y | +78.4% | -80.5% | +159.0% | +89.0% |
| 3Y | +177.0% | -92.6% | +269.5% | +205.3% |
| All | +177.0% | -92.2% | +269.1% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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