+926.6%
LEN vs UTHR
+7,123.9%
-6,197.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.2% | -5.4% | +2.2% | -2.3% |
| 30D | -4.9% | -6.0% | +1.2% | -3.9% |
| 3M | -8.5% | -11.0% | +2.5% | -6.8% |
| 6M | -20.7% | -0.5% | -20.1% | -21.1% |
| YTD | -17.4% | +0.1% | -17.5% | -18.4% |
| 1Y | -38.2% | +28.2% | -66.4% | -41.8% |
| 3Y | -24.9% | +113.8% | -138.7% | -37.3% |
| 5Y | -11.4% | +131.3% | -142.8% | -28.2% |
| 10Y | +110.0% | +296.7% | -186.7% | +48.1% |
| All | +926.6% | +7,123.9% | -6,197.2% | +330.7% |
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