+2,898.2%
LITE vs UTHR
+221.9%
+2,676.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.0% | -11.6% | -16.9% |
| 7D | -44.6% | -4.7% | -39.9% | -43.7% |
| 30D | -55.0% | +4.4% | -59.5% | -55.4% |
| 3M | -38.3% | +9.0% | -47.3% | -39.6% |
| 6M | -48.8% | -1.1% | -47.6% | -48.8% |
| YTD | +38.3% | +16.1% | +22.2% | +32.7% |
| 1Y | +119.0% | +26.4% | +92.6% | +106.1% |
| 3Y | +1,092.0% | +152.1% | +939.9% | +826.7% |
| 5Y | +446.1% | +179.6% | +266.4% | +303.7% |
| 10Y | +1,381.7% | +395.6% | +986.0% | +793.5% |
| All | +2,898.2% | +221.9% | +2,676.3% | +1,493.5% |
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 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