+12,036.0%
VRTX vs LH
+741.6%
+11,294.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.8% |
| 7D | +0.8% | -2.5% | +3.3% | +1.4% |
| 30D | +12.6% | +4.3% | +8.3% | +11.5% |
| 3M | +23.6% | +25.5% | -1.9% | +17.1% |
| 6M | +14.3% | +17.0% | -2.7% | +10.0% |
| YTD | +20.5% | +31.3% | -10.8% | +12.7% |
| 1Y | +37.6% | +20.0% | +17.6% | +31.2% |
| 3Y | +55.5% | +63.9% | -8.3% | +36.9% |
| 5Y | +175.7% | +30.9% | +144.9% | +153.6% |
| 10Y | +474.2% | +191.4% | +282.8% | +331.0% |
| All | +12,036.0% | +741.6% | +11,294.4% | +6,543.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling