+456.3%
VRTX vs LH
+185.6%
+270.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -6.4% | -3.2% | -3.2% | -5.2% |
| 30D | -0.5% | +0.1% | -0.7% | -0.6% |
| 3M | +16.9% | +18.6% | -1.7% | +9.4% |
| 6M | +13.1% | +17.9% | -4.9% | +5.9% |
| YTD | +14.9% | +28.9% | -14.0% | +3.7% |
| 1Y | +31.4% | +16.6% | +14.8% | +22.9% |
| 3Y | +51.9% | +63.6% | -11.6% | +22.3% |
| 5Y | +177.1% | +30.0% | +147.0% | +140.2% |
| 10Y | +456.3% | +191.9% | +264.4% | +211.5% |
| All | +456.3% | +185.6% | +270.7% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 10y: compounded portfolio wealth divided by compounded LH 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…
10y analysis · Full analysis span regression · 6 months rolling