+242.5%
VRTX vs LBRT
-26.4%
+268.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.7% | +12.5% | -0.4% |
| 7D | +0.5% | -34.8% | +35.3% | +2.8% |
| 30D | +8.0% | -43.6% | +51.6% | +11.3% |
| 3M | +11.9% | -41.2% | +53.1% | +14.9% |
| 6M | +27.8% | -66.1% | +93.9% | +35.2% |
| YTD | +19.7% | -37.9% | +57.5% | +21.2% |
| 1Y | +30.1% | -33.9% | +64.0% | +31.1% |
| 3Y | +44.2% | -40.9% | +85.1% | +43.5% |
| 5Y | +181.3% | +2.1% | +179.2% | +164.3% |
| All | +242.5% | -26.4% | +268.9% | +200.5% |
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 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