-10.9%
LEN vs UTHR
+139.1%
-150.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -6.0% | -4.0% |
| 7D | -2.9% | -2.9% | 0.0% | -2.7% |
| 30D | -8.9% | -7.6% | -1.3% | -8.3% |
| 3M | -10.9% | -8.6% | -2.3% | -10.3% |
| 6M | -19.7% | +4.1% | -23.8% | -20.2% |
| YTD | -20.6% | +2.2% | -22.8% | -21.1% |
| 1Y | -42.4% | +26.2% | -68.6% | -44.3% |
| 3Y | -26.5% | +121.2% | -147.7% | -36.6% |
| 5Y | -10.9% | +136.5% | -147.5% | -24.1% |
| All | -10.9% | +139.1% | -150.0% | -24.1% |
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