+20.1%
LHX vs UTHR
+139.0%
-118.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -4.8% | +2.8% | -7.6% | -5.0% |
| 30D | -12.7% | -2.3% | -10.5% | -12.6% |
| 3M | -17.6% | -7.4% | -10.2% | -17.3% |
| 6M | -30.7% | -6.0% | -24.8% | -30.5% |
| YTD | -14.3% | +3.4% | -17.8% | -14.7% |
| 1Y | -8.4% | +27.1% | -35.5% | -10.4% |
| 3Y | +56.7% | +123.8% | -67.1% | +43.2% |
| All | +20.1% | +139.0% | -118.9% | +11.5% |
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