+933.7%
LEN vs UTHR
+8,658.1%
-7,724.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.8% | +5.2% | -11.0% | -6.6% |
| 30D | +13.7% | +9.5% | +4.2% | +11.9% |
| 3M | -3.9% | +17.9% | -21.8% | -6.9% |
| 6M | -0.4% | +2.0% | -2.4% | -1.2% |
| YTD | -16.8% | +21.3% | -38.2% | -20.7% |
| 1Y | -29.5% | +27.9% | -57.4% | -33.4% |
| 3Y | -25.6% | +162.3% | -187.9% | -40.2% |
| 5Y | -13.2% | +190.7% | -204.0% | -32.5% |
| 10Y | +138.5% | +365.5% | -227.0% | +63.4% |
| All | +933.7% | +8,658.1% | -7,724.4% | +318.1% |
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 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