+188.2%
VRTX vs LH
+54.7%
+133.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.6% | +1.1% | -2.6% | -1.9% |
| 30D | +8.0% | +16.7% | -8.7% | +2.5% |
| 3M | +4.3% | +15.1% | -10.8% | -0.7% |
| 6M | +18.9% | +46.3% | -27.5% | +4.7% |
| YTD | +18.8% | +48.8% | -30.0% | +3.6% |
| 1Y | +24.0% | +39.7% | -15.8% | +10.4% |
| 3Y | +42.1% | +87.0% | -44.9% | +12.7% |
| All | +188.2% | +54.7% | +133.5% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling