+203.9%
VRTX vs LTH
+186.8%
+17.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.4% | +0.3% | -0.6% | -0.4% |
| 30D | +7.9% | +17.7% | -9.8% | +5.8% |
| 3M | +3.3% | +8.5% | -5.2% | +2.2% |
| 6M | +25.7% | +46.9% | -21.2% | +19.9% |
| YTD | +20.7% | +78.8% | -58.1% | +12.1% |
| 1Y | +27.4% | +84.9% | -57.5% | +17.9% |
| 3Y | +46.4% | +246.4% | -200.0% | +28.0% |
| 5Y | +194.3% | +129.6% | +64.7% | +146.2% |
| All | +203.9% | +186.8% | +17.1% | +151.8% |
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