+27.6%
LII vs UTHR
+133.0%
-105.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -0.7% | -5.4% | +4.7% | -0.2% |
| 30D | -12.6% | -6.0% | -6.6% | -12.1% |
| 3M | -24.4% | -11.0% | -13.5% | -23.6% |
| 6M | -28.7% | -0.5% | -28.2% | -28.7% |
| YTD | -19.1% | +0.1% | -19.2% | -19.3% |
| 1Y | -29.7% | +28.2% | -57.9% | -31.9% |
| 3Y | +4.8% | +113.8% | -109.0% | -6.4% |
| All | +27.6% | +133.0% | -105.4% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling