+175.1%
LH vs UTHR
+319.3%
-144.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | -7.4% | +2.8% | -10.2% | -7.9% |
| 30D | -4.6% | -2.3% | -2.3% | -4.2% |
| 3M | +14.5% | -7.4% | +21.9% | +16.1% |
| 6M | +14.8% | -6.0% | +20.8% | +15.7% |
| YTD | +23.3% | +3.4% | +19.9% | +21.3% |
| 1Y | +13.6% | +27.1% | -13.5% | +6.7% |
| 3Y | +56.3% | +123.8% | -67.5% | +23.3% |
| 5Y | +25.2% | +139.6% | -114.4% | -4.8% |
| All | +175.1% | +319.3% | -144.2% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling