-95.3%
LCID vs UTHR
+354.0%
-449.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.8% |
| 7D | -6.6% | -5.4% | -1.2% | -5.7% |
| 30D | -30.1% | -6.0% | -24.1% | -29.4% |
| 3M | -17.6% | -11.0% | -6.6% | -16.0% |
| 6M | -54.4% | -0.5% | -53.9% | -54.4% |
| YTD | -55.7% | +0.1% | -55.8% | -55.9% |
| 1Y | -71.0% | +28.2% | -99.2% | -72.2% |
| 3Y | -92.6% | +113.8% | -206.5% | -93.8% |
| 5Y | -97.6% | +131.3% | -228.9% | -98.1% |
| All | -95.3% | +354.0% | -449.3% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling