+168.9%
LII vs UTHR
+362.9%
-194.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -2.3% | -2.1% | -0.2% | -2.0% |
| 30D | -1.7% | +8.3% | -10.0% | -2.7% |
| 3M | -18.3% | +15.5% | -33.8% | -19.9% |
| 6M | -32.3% | +4.5% | -36.9% | -32.9% |
| YTD | -27.1% | +22.2% | -49.4% | -29.4% |
| 1Y | -27.2% | +29.7% | -56.9% | -30.1% |
| 3Y | -8.9% | +167.3% | -176.2% | -23.0% |
| 5Y | +19.7% | +196.5% | -176.8% | -1.8% |
| 10Y | +168.9% | +369.0% | -200.1% | +92.8% |
| All | +168.9% | +362.9% | -194.0% | +92.8% |
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