+183.1%
LNT vs UTHR
+364.7%
-181.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.0% | +5.2% | -4.1% | +0.6% |
| 30D | +9.6% | +9.5% | +0.1% | +8.8% |
| 3M | +5.4% | +17.9% | -12.5% | +3.8% |
| 6M | +3.1% | +2.0% | +1.1% | +2.8% |
| YTD | +16.5% | +21.3% | -4.9% | +14.1% |
| 1Y | +12.3% | +27.9% | -15.6% | +9.5% |
| 3Y | +70.3% | +162.3% | -92.0% | +52.2% |
| 5Y | +56.4% | +190.7% | -134.3% | +37.5% |
| All | +183.1% | +364.7% | -181.6% | +127.4% |
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