+190.4%
LMT vs UTHR
+364.7%
-174.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | +5.1% | +5.2% | -0.1% | +4.5% |
| 30D | +14.1% | +9.5% | +4.7% | +13.0% |
| 3M | +0.3% | +17.9% | -17.6% | -1.7% |
| 6M | +16.1% | +2.0% | +14.1% | +15.6% |
| YTD | +25.5% | +21.3% | +4.1% | +22.0% |
| 1Y | +34.1% | +27.9% | +6.3% | +29.5% |
| 3Y | +45.1% | +162.3% | -117.3% | +24.6% |
| 5Y | +100.9% | +190.7% | -89.8% | +67.7% |
| All | +190.4% | +364.7% | -174.3% | +111.7% |
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