+557.4%
VRTX vs LII
+162.0%
+395.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | +8.2% | -4.6% | +12.8% | +9.1% |
| 3M | +13.0% | -21.2% | +34.2% | +18.6% |
| 6M | +27.9% | -36.4% | +64.4% | +39.5% |
| YTD | +20.7% | -28.9% | +49.6% | +27.5% |
| 1Y | +31.4% | -29.5% | +61.0% | +39.1% |
| 3Y | +41.8% | -8.6% | +50.4% | +37.4% |
| 5Y | +183.7% | +20.2% | +163.5% | +148.8% |
| All | +557.4% | +162.0% | +395.4% | +371.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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