+4,617.4%
VRTX vs LII
+2,790.7%
+1,826.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.2% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +8.0% | -4.6% | +12.6% | +9.4% |
| 3M | +11.9% | -21.7% | +33.5% | +21.4% |
| 6M | +27.8% | -32.8% | +60.6% | +44.1% |
| YTD | +19.7% | -27.5% | +47.2% | +29.9% |
| 1Y | +30.1% | -28.0% | +58.1% | +41.4% |
| 3Y | +44.2% | -7.2% | +51.4% | +36.5% |
| 5Y | +181.3% | +22.6% | +158.7% | +129.6% |
| 10Y | +587.1% | +171.5% | +415.5% | +280.1% |
| All | +4,617.4% | +2,790.7% | +1,826.7% | +651.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling