+490.8%
LITE vs UTHR
+179.7%
+311.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +5.8% |
| 7D | -35.9% | -6.1% | -29.8% | -34.8% |
| 30D | -51.5% | +3.1% | -54.6% | -51.7% |
| 3M | -35.7% | +5.5% | -41.2% | -36.4% |
| 6M | -43.0% | -5.8% | -37.1% | -42.3% |
| YTD | +46.1% | +15.3% | +30.8% | +41.3% |
| 1Y | +124.7% | +23.8% | +100.9% | +114.9% |
| 3Y | +1,172.1% | +146.3% | +1,025.8% | +997.0% |
| All | +490.8% | +179.7% | +311.1% | +393.2% |
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