+51.0%
RPRX vs LH
+118.4%
-67.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -8.4% | -4.7% | -3.7% | -7.3% |
| 30D | -0.6% | -3.5% | +2.9% | +0.2% |
| 3M | +6.4% | +17.7% | -11.3% | +2.5% |
| 6M | +26.6% | +15.8% | +10.8% | +22.3% |
| YTD | +53.8% | +25.1% | +28.7% | +45.9% |
| 1Y | +62.8% | +12.5% | +50.3% | +57.9% |
| 3Y | +118.0% | +59.8% | +58.3% | +93.8% |
| 5Y | +71.2% | +27.1% | +44.1% | +54.3% |
| All | +51.0% | +118.4% | -67.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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