+165.9%
LII vs UTHR
+364.7%
-198.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.9% | +5.2% | -2.2% | +2.3% |
| 30D | +0.9% | +9.5% | -8.6% | -0.3% |
| 3M | -15.5% | +17.9% | -33.5% | -17.5% |
| 6M | -30.2% | +2.0% | -32.2% | -30.5% |
| YTD | -26.8% | +21.3% | -48.2% | -29.1% |
| 1Y | -25.3% | +27.9% | -53.2% | -28.1% |
| 3Y | -7.8% | +162.3% | -170.1% | -21.7% |
| 5Y | +17.0% | +190.7% | -173.8% | -3.7% |
| All | +165.9% | +364.7% | -198.8% | +92.7% |
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