-90.1%
LCID vs UTHR
+165.4%
-255.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.7% | +4.6% |
| 7D | +24.8% | -2.1% | +26.9% | +25.4% |
| 30D | -0.5% | +7.2% | -7.7% | -1.2% |
| 3M | -43.0% | +11.1% | -54.1% | -43.6% |
| 6M | -40.5% | +4.2% | -44.7% | -40.8% |
| YTD | -64.3% | +20.8% | -85.1% | -65.1% |
| 1Y | -78.1% | +29.7% | -107.7% | -78.6% |
| 3Y | -90.1% | +164.1% | -254.2% | -89.7% |
| All | -90.1% | +165.4% | -255.5% | -89.7% |
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