+206.0%
VRTX vs LTH
+183.0%
+23.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -0.4% | +7.0% | -7.4% | -1.2% |
| 30D | +8.0% | +15.4% | -7.4% | +6.2% |
| 3M | +11.0% | +7.0% | +4.0% | +10.0% |
| 6M | +28.2% | +46.9% | -18.7% | +22.3% |
| YTD | +21.5% | +76.4% | -54.9% | +13.1% |
| 1Y | +34.5% | +83.7% | -49.2% | +24.6% |
| 3Y | +49.5% | +248.9% | -199.4% | +30.6% |
| 5Y | +188.3% | +141.8% | +46.5% | +141.2% |
| All | +206.0% | +183.0% | +23.0% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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