+933.3%
LEN vs UTHR
+8,689.8%
-7,756.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -8.7% | +4.9% | -13.6% | -9.5% |
| 30D | +11.6% | +9.2% | +2.4% | +9.8% |
| 3M | -1.3% | +15.9% | -17.2% | -4.1% |
| 6M | -1.4% | +2.0% | -3.4% | -2.2% |
| YTD | -16.9% | +21.8% | -38.6% | -20.8% |
| 1Y | -31.2% | +28.6% | -59.7% | -35.1% |
| 3Y | -25.6% | +166.2% | -191.8% | -40.4% |
| 5Y | -13.3% | +191.8% | -205.1% | -32.6% |
| 10Y | +138.4% | +367.2% | -228.8% | +63.3% |
| All | +933.3% | +8,689.8% | -7,756.5% | +317.7% |
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