+1,493.1%
LITE vs UTHR
+364.7%
+1,128.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | +10.8% | +5.2% | +5.6% | +9.3% |
| 30D | -33.4% | +9.5% | -42.9% | -34.9% |
| 3M | -32.2% | +17.9% | -50.2% | -35.3% |
| 6M | -42.1% | +2.0% | -44.1% | -42.6% |
| YTD | +61.9% | +21.3% | +40.5% | +52.7% |
| 1Y | +163.0% | +27.9% | +135.1% | +144.9% |
| 3Y | +1,358.0% | +162.3% | +1,195.7% | +981.1% |
| 5Y | +549.9% | +190.7% | +359.2% | +353.3% |
| All | +1,493.1% | +364.7% | +1,128.4% | +784.0% |
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