+1,402.3%
LITE vs UTHR
+382.4%
+1,020.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +5.8% |
| 7D | -35.9% | -6.1% | -29.8% | -34.6% |
| 30D | -51.5% | +3.1% | -54.6% | -51.8% |
| 3M | -35.7% | +5.5% | -41.2% | -36.7% |
| 6M | -43.0% | -5.8% | -37.1% | -42.2% |
| YTD | +46.1% | +15.3% | +30.8% | +39.7% |
| 1Y | +124.7% | +23.8% | +100.9% | +111.1% |
| 3Y | +1,172.1% | +146.3% | +1,025.8% | +861.0% |
| 5Y | +477.0% | +177.8% | +299.2% | +308.0% |
| All | +1,402.3% | +382.4% | +1,020.0% | +745.5% |
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