+64.8%
RPRX vs LH
+129.2%
-64.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +5.1% | -2.5% | +7.6% | +5.7% |
| 30D | +11.2% | +4.3% | +6.9% | +10.1% |
| 3M | +16.7% | +25.5% | -8.8% | +10.8% |
| 6M | +36.0% | +17.0% | +19.0% | +31.0% |
| YTD | +67.8% | +31.3% | +36.5% | +57.4% |
| 1Y | +76.7% | +20.0% | +56.7% | +68.8% |
| 3Y | +128.1% | +63.9% | +64.2% | +101.5% |
| 5Y | +82.9% | +30.9% | +52.0% | +63.1% |
| All | +64.8% | +129.2% | -64.4% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling