+3,188.9%
LII vs UTHR
+5,317.9%
-2,129.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -0.7% | -5.4% | +4.7% | 0.0% |
| 30D | -12.6% | -6.0% | -6.6% | -11.9% |
| 3M | -24.4% | -11.0% | -13.5% | -23.3% |
| 6M | -28.7% | -0.5% | -28.2% | -28.8% |
| YTD | -19.1% | +0.1% | -19.2% | -19.6% |
| 1Y | -29.7% | +28.2% | -57.9% | -32.6% |
| 3Y | +4.8% | +113.8% | -109.0% | -8.3% |
| 5Y | +24.6% | +131.3% | -106.8% | +6.6% |
| 10Y | +169.2% | +296.7% | -127.5% | +105.4% |
| All | +3,188.9% | +5,317.9% | -2,129.0% | +1,554.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling