+244.8%
VRTX vs LBRT
+33.5%
+211.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.2% |
| 7D | +0.8% | +8.7% | -7.9% | +0.3% |
| 30D | +12.6% | +6.6% | +6.0% | +12.1% |
| 3M | +23.6% | -34.5% | +58.1% | +26.3% |
| 6M | +14.3% | -24.5% | +38.8% | +15.4% |
| YTD | +20.5% | +12.7% | +7.7% | +18.3% |
| 1Y | +37.6% | +94.8% | -57.3% | +29.6% |
| 3Y | +55.5% | +31.9% | +23.7% | +47.7% |
| 5Y | +175.7% | +111.8% | +63.9% | +148.2% |
| All | +244.8% | +33.5% | +211.3% | +193.4% |
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