-26.5%
LEN vs UTHR
+123.2%
-149.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -6.0% | -3.9% |
| 7D | -2.9% | -2.9% | 0.0% | -2.8% |
| 30D | -8.9% | -7.6% | -1.3% | -8.6% |
| 3M | -10.9% | -8.6% | -2.3% | -10.6% |
| 6M | -19.7% | +4.1% | -23.8% | -19.9% |
| YTD | -20.6% | +2.2% | -22.8% | -20.8% |
| 1Y | -42.4% | +26.2% | -68.6% | -43.6% |
| 3Y | -26.5% | +121.2% | -147.7% | -33.9% |
| All | -26.5% | +123.2% | -149.7% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling