+54.2%
VRTX vs LH
+64.5%
-10.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -3.0% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | +6.6% | +2.0% | +4.6% | +6.0% |
| 3M | +19.4% | +24.3% | -4.9% | +12.3% |
| 6M | +15.8% | +21.1% | -5.2% | +9.6% |
| YTD | +16.7% | +30.4% | -13.8% | +7.9% |
| 1Y | +33.8% | +18.4% | +15.4% | +26.9% |
| 3Y | +54.2% | +65.5% | -11.3% | +34.1% |
| All | +54.2% | +64.5% | -10.3% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling