+2,911.8%
LMT vs UTHR
+7,123.9%
-4,212.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -6.3% | -5.4% | -0.9% | -6.0% |
| 30D | -8.5% | -6.0% | -2.4% | -8.2% |
| 3M | +1.8% | -11.0% | +12.8% | +2.4% |
| 6M | -19.9% | -0.5% | -19.4% | -20.0% |
| YTD | +10.6% | +0.1% | +10.5% | +10.3% |
| 1Y | +17.9% | +28.2% | -10.2% | +16.2% |
| 3Y | +27.0% | +113.8% | -86.9% | +21.0% |
| 5Y | +68.7% | +131.3% | -62.6% | +59.6% |
| 10Y | +181.1% | +296.7% | -115.6% | +156.0% |
| All | +2,911.8% | +7,123.9% | -4,212.1% | +2,505.9% |
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