+191.6%
VRTX vs LBRT
+13.8%
+177.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | +3.2% | -15.7% | +18.9% | +3.8% |
| 30D | +7.4% | -34.3% | +41.7% | +8.9% |
| 3M | +4.6% | -40.6% | +45.2% | +6.4% |
| 6M | +27.5% | -62.0% | +89.5% | +32.1% |
| YTD | +20.9% | -31.6% | +52.5% | +20.8% |
| 1Y | +30.1% | -25.8% | +55.9% | +29.3% |
| 3Y | +46.6% | -30.4% | +77.0% | +43.1% |
| 5Y | +191.6% | +18.7% | +172.9% | +174.5% |
| All | +191.6% | +13.8% | +177.8% | +174.5% |
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 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