+245.4%
VRTX vs LBRT
-22.5%
+267.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.5% | +0.5% |
| 7D | -2.1% | -29.1% | +27.0% | -0.3% |
| 30D | +8.2% | -38.4% | +46.6% | +10.9% |
| 3M | +13.0% | -40.1% | +53.1% | +15.9% |
| 6M | +27.9% | -62.9% | +90.8% | +34.6% |
| YTD | +20.7% | -34.5% | +55.2% | +21.9% |
| 1Y | +31.4% | -30.2% | +61.6% | +32.0% |
| 3Y | +41.8% | -37.5% | +79.3% | +40.6% |
| 5Y | +183.7% | +7.6% | +176.1% | +165.7% |
| All | +245.4% | -22.5% | +267.9% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling