+11,958.2%
VRTX vs LH
+858.6%
+11,099.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | +2.5% | -2.5% | -0.6% |
| 30D | +11.8% | +18.7% | -6.9% | +7.3% |
| 3M | +3.2% | +15.3% | -12.1% | -0.3% |
| 6M | +21.0% | +45.4% | -24.3% | +10.6% |
| YTD | +19.7% | +49.5% | -29.8% | +8.5% |
| 1Y | +25.0% | +41.4% | -16.4% | +14.7% |
| 3Y | +45.2% | +87.6% | -42.4% | +23.7% |
| 5Y | +189.7% | +53.8% | +136.0% | +156.5% |
| 10Y | +489.8% | +266.2% | +223.7% | +320.4% |
| All | +11,958.2% | +858.6% | +11,099.7% | +6,293.6% |
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