+37.6%
VRTX vs LBRT
+101.6%
-64.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.1% |
| 7D | +0.8% | +8.7% | -7.9% | +0.8% |
| 30D | +12.6% | +6.6% | +6.0% | +12.6% |
| 3M | +23.6% | -34.5% | +58.1% | +24.0% |
| 6M | +14.3% | -24.5% | +38.8% | +14.1% |
| YTD | +20.5% | +12.7% | +7.7% | +18.8% |
| 1Y | +37.6% | +94.8% | -57.3% | +33.5% |
| All | +37.6% | +101.6% | -64.0% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling