+193.8%
VRTX vs LTH
+156.3%
+37.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.0% |
| 7D | -3.4% | +1.5% | -5.0% | -3.6% |
| 30D | +6.6% | -3.1% | +9.7% | +6.9% |
| 3M | +19.4% | +28.1% | -8.7% | +15.9% |
| 6M | +15.8% | +67.4% | -51.6% | +8.6% |
| YTD | +16.7% | +59.8% | -43.1% | +9.9% |
| 1Y | +33.8% | +45.6% | -11.8% | +27.3% |
| 3Y | +54.2% | +162.0% | -107.8% | +38.3% |
| All | +193.8% | +156.3% | +37.5% | +146.9% |
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