+32.4%
LNT vs UTHR
+138.8%
-106.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -1.1% | +2.8% | -3.9% | -1.3% |
| 30D | -1.9% | -2.3% | +0.3% | -1.8% |
| 3M | -7.2% | -7.4% | +0.2% | -6.7% |
| 6M | -3.9% | -6.0% | +2.1% | -3.6% |
| YTD | +5.9% | +3.4% | +2.5% | +5.3% |
| 1Y | +8.4% | +27.1% | -18.7% | +5.9% |
| 3Y | +46.6% | +123.8% | -77.2% | +30.3% |
| 5Y | +32.4% | +139.6% | -107.2% | +14.8% |
| All | +32.4% | +138.8% | -106.3% | +14.8% |
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