+184.1%
VRTX vs LBRT
+114.2%
+69.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.2% | -2.2% |
| 7D | +0.8% | +8.3% | -7.4% | +0.5% |
| 30D | +12.6% | +6.1% | +6.5% | +12.3% |
| 3M | +23.6% | -34.8% | +58.4% | +25.8% |
| 6M | +14.3% | -24.8% | +39.1% | +15.1% |
| YTD | +20.5% | +12.2% | +8.2% | +18.5% |
| 1Y | +37.6% | +94.0% | -56.4% | +30.4% |
| 3Y | +55.5% | +31.3% | +24.3% | +48.0% |
| All | +184.1% | +114.2% | +69.9% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling