+6,514.9%
LH vs UTHR
+8,658.1%
-2,143.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.1% | +5.2% | -4.1% | +0.5% |
| 30D | +16.7% | +9.5% | +7.3% | +15.6% |
| 3M | +15.1% | +17.9% | -2.8% | +12.8% |
| 6M | +46.3% | +2.0% | +44.3% | +45.6% |
| YTD | +48.8% | +21.3% | +27.4% | +44.7% |
| 1Y | +39.7% | +27.9% | +11.8% | +35.1% |
| 3Y | +87.0% | +162.3% | -75.3% | +64.2% |
| 5Y | +53.0% | +190.7% | -137.7% | +32.0% |
| 10Y | +264.3% | +365.5% | -101.1% | +192.8% |
| All | +6,514.9% | +8,658.1% | -2,143.2% | +3,924.7% |
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