+2,616.5%
LHX vs UTHR
+7,277.3%
-4,660.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -2.5% | -2.9% | +0.4% | -2.1% |
| 30D | -10.4% | -7.6% | -2.8% | -9.5% |
| 3M | -14.9% | -8.6% | -6.4% | -14.0% |
| 6M | -29.6% | +4.1% | -33.8% | -30.2% |
| YTD | -11.8% | +2.2% | -14.0% | -12.6% |
| 1Y | -5.1% | +26.2% | -31.3% | -8.8% |
| 3Y | +61.3% | +121.2% | -59.9% | +40.9% |
| 5Y | +22.4% | +136.5% | -114.1% | +4.8% |
| 10Y | +232.2% | +300.1% | -67.9% | +155.5% |
| All | +2,616.5% | +7,277.3% | -4,660.8% | +1,434.6% |
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