+1,321.3%
LNT vs UTHR
+7,277.3%
-5,956.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +1.0% | -2.9% | +3.9% | +1.2% |
| 30D | -1.1% | -7.6% | +6.5% | -0.6% |
| 3M | -3.6% | -8.6% | +5.0% | -3.1% |
| 6M | -2.7% | +4.1% | -6.8% | -3.0% |
| YTD | +8.0% | +2.2% | +5.8% | +7.6% |
| 1Y | +10.5% | +26.2% | -15.7% | +8.6% |
| 3Y | +49.6% | +121.2% | -71.6% | +40.6% |
| 5Y | +32.2% | +136.5% | -104.3% | +23.3% |
| 10Y | +141.8% | +300.1% | -158.3% | +114.8% |
| All | +1,321.3% | +7,277.3% | -5,956.0% | +943.6% |
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