+165.4%
LII vs UTHR
+382.4%
-217.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -0.6% | -6.1% | +5.5% | +0.2% |
| 30D | -4.6% | +3.1% | -7.7% | -5.0% |
| 3M | -21.2% | +5.5% | -26.7% | -21.9% |
| 6M | -36.4% | -5.8% | -30.6% | -36.1% |
| YTD | -28.9% | +15.3% | -44.3% | -30.6% |
| 1Y | -29.5% | +23.8% | -53.3% | -31.9% |
| 3Y | -8.6% | +146.3% | -154.9% | -21.7% |
| 5Y | +20.2% | +177.8% | -157.6% | -0.3% |
| All | +165.4% | +382.4% | -217.0% | +90.6% |
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 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