+222.8%
LDOS vs UTHR
+366.4%
-143.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -3.5% | +4.9% | -8.3% | -4.2% |
| 30D | +9.5% | +9.2% | +0.3% | +7.9% |
| 3M | -6.3% | +15.9% | -22.2% | -8.8% |
| 6M | +2.8% | +2.0% | +0.8% | +2.1% |
| YTD | -26.6% | +21.8% | -48.4% | -29.8% |
| 1Y | -31.3% | +28.6% | -59.8% | -34.9% |
| 3Y | +30.9% | +166.2% | -135.3% | +5.0% |
| 5Y | +49.4% | +191.8% | -142.4% | +15.7% |
| All | +222.8% | +366.4% | -143.5% | +109.8% |
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