-92.7%
LCID vs UTHR
+125.3%
-218.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.8% | -9.6% | -8.0% |
| 7D | -9.3% | +3.0% | -12.3% | -9.7% |
| 30D | -35.4% | -4.3% | -31.1% | -35.1% |
| 3M | -17.1% | -8.4% | -8.7% | -16.2% |
| 6M | -58.9% | -4.2% | -54.7% | -58.7% |
| YTD | -59.6% | +4.0% | -63.6% | -59.9% |
| 1Y | -78.0% | +25.5% | -103.5% | -78.4% |
| All | -92.7% | +125.3% | -218.0% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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