+5,700.4%
LH vs UTHR
+7,277.3%
-1,577.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -0.8% | -2.9% | +2.0% | -0.5% |
| 30D | +2.0% | -7.6% | +9.6% | +2.8% |
| 3M | +24.3% | -8.6% | +32.8% | +25.4% |
| 6M | +21.1% | +4.1% | +16.9% | +20.2% |
| YTD | +30.4% | +2.2% | +28.2% | +29.6% |
| 1Y | +18.4% | +26.2% | -7.8% | +14.7% |
| 3Y | +65.5% | +121.2% | -55.7% | +48.3% |
| 5Y | +29.9% | +136.5% | -106.7% | +14.8% |
| 10Y | +186.6% | +300.1% | -113.5% | +134.5% |
| All | +5,700.4% | +7,277.3% | -1,577.0% | +3,502.7% |
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