+231.7%
LNG vs UTHR
+138.8%
+92.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -4.5% | +2.8% | -7.3% | -4.5% |
| 30D | +4.7% | -2.3% | +6.9% | +4.7% |
| 3M | +15.1% | -7.4% | +22.5% | +15.4% |
| 6M | +13.6% | -6.0% | +19.5% | +13.7% |
| YTD | +44.0% | +3.4% | +40.5% | +43.5% |
| 1Y | +18.4% | +27.1% | -8.7% | +16.6% |
| 3Y | +75.9% | +123.8% | -47.9% | +65.3% |
| 5Y | +231.7% | +139.6% | +92.0% | +216.1% |
| All | +231.7% | +138.8% | +92.9% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling