+53.8%
LNT vs UTHR
+190.6%
-136.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +1.0% | +5.2% | -4.1% | +0.7% |
| 30D | +9.6% | +9.5% | +0.1% | +8.9% |
| 3M | +5.4% | +17.9% | -12.5% | +4.0% |
| 6M | +3.1% | +2.0% | +1.1% | +2.9% |
| YTD | +16.5% | +21.3% | -4.9% | +14.4% |
| 1Y | +12.3% | +27.9% | -15.6% | +9.9% |
| 3Y | +70.3% | +162.3% | -92.0% | +49.4% |
| All | +53.8% | +190.6% | -136.8% | +33.0% |
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 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