+250.5%
LDOS vs UTHR
+382.4%
-131.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.2% |
| 7D | -7.2% | -6.1% | -1.1% | -6.3% |
| 30D | +16.8% | +3.1% | +13.7% | +16.2% |
| 3M | -1.6% | +5.5% | -7.0% | -2.8% |
| 6M | -1.0% | -5.8% | +4.8% | -0.3% |
| YTD | -25.8% | +15.3% | -41.1% | -28.3% |
| 1Y | -31.1% | +23.8% | -54.9% | -34.3% |
| 3Y | +32.8% | +146.3% | -113.5% | +7.8% |
| 5Y | +49.4% | +177.8% | -128.4% | +16.4% |
| All | +250.5% | +382.4% | -131.9% | +123.6% |
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 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