+236.4%
LDOS vs UTHR
+362.9%
-126.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | +10.1% | +8.3% | +1.8% | +8.6% |
| 3M | -4.7% | +15.5% | -20.2% | -7.2% |
| 6M | +5.6% | +4.5% | +1.1% | +4.5% |
| YTD | -25.1% | +22.2% | -47.3% | -28.4% |
| 1Y | -31.7% | +29.7% | -61.4% | -35.4% |
| 3Y | +33.7% | +167.3% | -133.6% | +7.1% |
| 5Y | +54.4% | +196.5% | -142.1% | +19.1% |
| 10Y | +236.4% | +369.0% | -132.6% | +117.5% |
| All | +236.4% | +362.9% | -126.5% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling