+3,068.2%
LITE vs UTHR
+219.8%
+2,848.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.3% | +5.8% |
| 7D | -35.9% | -6.1% | -29.8% | -34.7% |
| 30D | -51.5% | +3.1% | -54.6% | -51.8% |
| 3M | -35.7% | +5.5% | -41.2% | -36.6% |
| 6M | -43.0% | -5.8% | -37.1% | -42.3% |
| YTD | +46.1% | +15.3% | +30.8% | +40.4% |
| 1Y | +124.7% | +23.8% | +100.9% | +112.5% |
| 3Y | +1,172.1% | +146.3% | +1,025.8% | +894.7% |
| 5Y | +477.0% | +177.8% | +299.2% | +327.3% |
| 10Y | +1,465.7% | +392.4% | +1,073.3% | +845.6% |
| All | +3,068.2% | +219.8% | +2,848.4% | +1,586.4% |
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