+1,499.9%
LITE vs VRTX
+481.1%
+1,018.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -13.9% | +3.2% | -17.1% | -14.7% |
| 30D | -46.9% | +7.4% | -54.3% | -48.2% |
| 3M | -28.0% | +4.6% | -32.6% | -29.6% |
| 6M | -35.2% | +27.5% | -62.7% | -41.3% |
| YTD | +58.9% | +20.9% | +38.0% | +46.1% |
| 1Y | +125.3% | +30.1% | +95.2% | +101.1% |
| 3Y | +1,344.4% | +46.6% | +1,297.8% | +1,088.1% |
| 5Y | +541.2% | +191.6% | +349.6% | +288.1% |
| All | +1,499.9% | +481.1% | +1,018.8% | +826.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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