-13.3%
LEN vs UTHR
+195.4%
-208.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | -8.7% | +4.9% | -13.6% | -9.1% |
| 30D | +11.6% | +9.2% | +2.4% | +10.8% |
| 3M | -1.3% | +15.9% | -17.2% | -2.4% |
| 6M | -1.4% | +2.0% | -3.4% | -1.6% |
| YTD | -16.9% | +21.8% | -38.6% | -18.5% |
| 1Y | -31.2% | +28.6% | -59.7% | -32.9% |
| 3Y | -25.6% | +166.2% | -191.8% | -36.4% |
| 5Y | -13.3% | +191.8% | -205.1% | -26.5% |
| All | -13.3% | +195.4% | -208.6% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling