+30.0%
LH vs UTHR
+140.7%
-110.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.4% |
| 7D | -3.2% | +3.0% | -6.2% | -3.5% |
| 30D | +0.1% | -4.3% | +4.5% | +0.6% |
| 3M | +18.6% | -8.4% | +27.0% | +19.8% |
| 6M | +17.9% | -4.2% | +22.2% | +18.3% |
| YTD | +28.9% | +4.0% | +24.9% | +27.6% |
| 1Y | +16.6% | +25.5% | -8.9% | +12.2% |
| 3Y | +63.6% | +125.1% | -61.6% | +35.7% |
| 5Y | +30.0% | +140.3% | -110.3% | +3.0% |
| All | +30.0% | +140.7% | -110.7% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling