+240.0%
VRTX vs LBRT
-15.3%
+255.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.6% | +9.2% | -10.7% | -2.1% |
| 30D | +8.0% | -27.5% | +35.6% | +9.8% |
| 3M | +4.3% | -37.9% | +42.2% | +6.7% |
| 6M | +18.9% | -60.7% | +79.6% | +24.7% |
| YTD | +18.8% | -28.5% | +47.3% | +19.3% |
| 1Y | +24.0% | -13.2% | +37.2% | +22.8% |
| 3Y | +42.1% | -28.8% | +70.9% | +39.8% |
| 5Y | +187.6% | +28.0% | +159.6% | +166.4% |
| All | +240.0% | -15.3% | +255.4% | +195.9% |
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