+35.1%
LMT vs UTHR
+125.3%
-90.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | -1.3% | +3.0% | -4.3% | -1.4% |
| 30D | -12.5% | -4.3% | -8.2% | -12.4% |
| 3M | -0.5% | -8.4% | +7.9% | -0.2% |
| 6M | -20.0% | -4.2% | -15.8% | -19.9% |
| YTD | +10.4% | +4.0% | +6.4% | +10.3% |
| 1Y | +17.7% | +25.5% | -7.8% | +16.4% |
| All | +35.1% | +125.3% | -90.2% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling