+9,973.7%
LNG vs UTHR
+7,277.3%
+2,696.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.8% |
| 7D | -6.2% | -2.9% | -3.3% | -5.8% |
| 30D | +8.0% | -7.6% | +15.6% | +9.1% |
| 3M | +16.9% | -8.6% | +25.5% | +18.2% |
| 6M | +8.7% | +4.1% | +4.5% | +7.5% |
| YTD | +43.0% | +2.2% | +40.8% | +41.5% |
| 1Y | +19.4% | +26.2% | -6.8% | +14.4% |
| 3Y | +74.7% | +121.2% | -46.5% | +51.0% |
| 5Y | +222.4% | +136.5% | +85.9% | +172.3% |
| 10Y | +532.2% | +300.1% | +232.1% | +378.2% |
| All | +9,973.7% | +7,277.3% | +2,696.3% | +6,888.0% |
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