+550.0%
LNG vs UTHR
+313.7%
+236.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -4.7% | +1.9% | -6.6% | -4.9% |
| 30D | +3.8% | -2.9% | +6.7% | +4.1% |
| 3M | +16.2% | -8.9% | +25.0% | +17.5% |
| 6M | +11.7% | -8.7% | +20.4% | +12.7% |
| YTD | +44.2% | +2.0% | +42.2% | +42.6% |
| 1Y | +18.6% | +22.8% | -4.2% | +13.6% |
| 3Y | +77.4% | +120.6% | -43.2% | +48.9% |
| 5Y | +232.3% | +136.4% | +95.8% | +169.8% |
| All | +550.0% | +313.7% | +236.3% | +334.9% |
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 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