+247.8%
VRTX vs LBRT
-16.2%
+264.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | +0.2% |
| 7D | -0.4% | -11.9% | +11.5% | +0.2% |
| 30D | +8.0% | -31.9% | +39.9% | +10.1% |
| 3M | +11.0% | -34.9% | +45.9% | +13.3% |
| 6M | +28.2% | -60.7% | +88.8% | +34.4% |
| YTD | +21.5% | -29.2% | +50.7% | +22.1% |
| 1Y | +34.5% | -23.6% | +58.2% | +34.4% |
| 3Y | +49.5% | -26.8% | +76.3% | +46.7% |
| 5Y | +188.3% | +16.3% | +172.0% | +168.8% |
| All | +247.8% | -16.2% | +264.0% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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