+512.4%
LDOS vs UTHR
+1,991.0%
-1,478.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +1.3% |
| 7D | -3.7% | -4.7% | +1.0% | -3.0% |
| 30D | +16.4% | +4.4% | +11.9% | +15.5% |
| 3M | +7.4% | +9.0% | -1.6% | +5.6% |
| 6M | -0.3% | -1.1% | +0.8% | -0.5% |
| YTD | -24.0% | +16.1% | -40.1% | -26.7% |
| 1Y | -29.6% | +26.4% | -56.0% | -33.1% |
| 3Y | +35.1% | +152.1% | -117.0% | +11.0% |
| 5Y | +52.9% | +179.6% | -126.7% | +21.6% |
| 10Y | +262.2% | +395.6% | -133.4% | +147.3% |
| All | +512.4% | +1,991.0% | -1,478.6% | +225.0% |
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