+58.8%
VRTX vs LTH
+157.9%
-99.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +0.8% | -0.6% | +1.5% | +0.9% |
| 30D | +12.6% | -4.6% | +17.2% | +13.3% |
| 3M | +23.6% | +32.8% | -9.2% | +18.5% |
| 6M | +14.3% | +64.6% | -50.3% | +5.8% |
| YTD | +20.5% | +62.6% | -42.2% | +11.6% |
| 1Y | +37.6% | +49.9% | -12.4% | +28.9% |
| All | +58.8% | +157.9% | -99.2% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling