+88.0%
LH vs UTHR
+167.1%
-79.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.5% | +4.9% | -2.4% | +2.2% |
| 30D | +18.7% | +9.2% | +9.5% | +18.1% |
| 3M | +15.3% | +15.9% | -0.6% | +14.3% |
| 6M | +45.4% | +2.0% | +43.4% | +45.1% |
| YTD | +49.5% | +21.8% | +27.7% | +47.4% |
| 1Y | +41.4% | +28.6% | +12.8% | +38.8% |
| All | +88.0% | +167.1% | -79.1% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling