+94.2%
RPRX vs LH
+60.4%
+33.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | +4.6% | +4.8% | -0.2% | +3.3% |
| 30D | +22.0% | +18.8% | +3.2% | +16.1% |
| 3M | +20.3% | +15.7% | +4.6% | +15.3% |
| 6M | +37.9% | +46.7% | -8.8% | +23.7% |
| YTD | +82.2% | +48.9% | +33.3% | +62.4% |
| 1Y | +83.7% | +43.5% | +40.2% | +65.3% |
| 3Y | +175.4% | +86.9% | +88.5% | +126.0% |
| All | +94.2% | +60.4% | +33.8% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling