-97.6%
LCID vs UTHR
+139.1%
-236.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | +1.8% | -2.9% | +4.6% | +2.2% |
| 30D | -34.2% | -7.6% | -26.6% | -33.4% |
| 3M | -9.1% | -8.6% | -0.5% | -7.8% |
| 6M | -52.6% | +4.1% | -56.8% | -53.0% |
| YTD | -56.2% | +2.2% | -58.4% | -56.5% |
| 1Y | -74.9% | +26.2% | -101.1% | -75.8% |
| 3Y | -92.1% | +121.2% | -213.3% | -93.3% |
| 5Y | -97.6% | +136.5% | -234.1% | -98.2% |
| All | -97.6% | +139.1% | -236.6% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling