+222.0%
LHX vs UTHR
+313.7%
-91.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -4.3% | +1.9% | -6.2% | -4.5% |
| 30D | -15.1% | -2.9% | -12.3% | -14.9% |
| 3M | -21.0% | -8.9% | -12.1% | -20.1% |
| 6M | -32.0% | -8.7% | -23.3% | -31.4% |
| YTD | -15.3% | +2.0% | -17.3% | -16.1% |
| 1Y | -11.1% | +22.8% | -33.8% | -14.3% |
| 3Y | +54.0% | +120.6% | -66.6% | +32.4% |
| 5Y | +17.1% | +136.4% | -119.3% | -1.7% |
| All | +222.0% | +313.7% | -91.7% | +125.3% |
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