+185.8%
LMT vs UTHR
+313.7%
-127.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -0.2% | +1.9% | -2.2% | -0.4% |
| 30D | -13.1% | -2.9% | -10.2% | -12.8% |
| 3M | -3.9% | -8.9% | +5.0% | -2.9% |
| 6M | -18.3% | -8.7% | -9.5% | -17.6% |
| YTD | +10.3% | +2.0% | +8.3% | +9.5% |
| 1Y | +14.2% | +22.8% | -8.6% | +10.5% |
| 3Y | +35.0% | +120.6% | -85.6% | +17.6% |
| 5Y | +73.2% | +136.4% | -63.2% | +47.4% |
| All | +185.8% | +313.7% | -127.9% | +98.7% |
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