+7,879.3%
VRTX vs LNG
+1,255.2%
+6,624.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.6% | +11.3% | -12.9% | -2.1% |
| 30D | +8.0% | +10.6% | -2.6% | +7.5% |
| 3M | +4.3% | +16.1% | -11.8% | +3.4% |
| 6M | +18.9% | +29.6% | -10.7% | +17.2% |
| YTD | +18.8% | +60.3% | -41.5% | +15.7% |
| 1Y | +24.0% | +46.1% | -22.2% | +21.3% |
| 3Y | +42.1% | +85.9% | -43.8% | +37.0% |
| 5Y | +187.6% | +210.8% | -23.3% | +169.1% |
| 10Y | +485.4% | +808.8% | -323.4% | +415.6% |
| All | +7,879.3% | +1,255.2% | +6,624.0% | +5,584.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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