+167.2%
LII vs UTHR
+308.5%
-141.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.6% |
| 7D | +2.1% | -2.9% | +5.0% | +2.5% |
| 30D | -12.4% | -7.6% | -4.8% | -11.5% |
| 3M | -24.8% | -8.6% | -16.2% | -24.0% |
| 6M | -25.2% | +4.1% | -29.3% | -25.7% |
| YTD | -20.3% | +2.2% | -22.5% | -20.8% |
| 1Y | -32.9% | +26.2% | -59.1% | -35.5% |
| 3Y | +2.0% | +121.2% | -119.2% | -11.4% |
| 5Y | +24.4% | +136.5% | -112.1% | +5.5% |
| 10Y | +167.2% | +300.1% | -132.9% | +95.8% |
| All | +167.2% | +308.5% | -141.3% | +95.8% |
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