+1,186.7%
LPLA vs UTHR
+319.3%
+867.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -3.7% | +2.8% | -6.4% | -4.3% |
| 30D | -6.4% | -2.3% | -4.1% | -6.0% |
| 3M | +20.2% | -7.4% | +27.6% | +22.1% |
| 6M | +12.8% | -6.0% | +18.8% | +14.0% |
| YTD | -2.5% | +3.4% | -5.9% | -4.2% |
| 1Y | +1.9% | +27.1% | -25.1% | -5.3% |
| 3Y | +45.0% | +123.8% | -78.8% | +9.4% |
| 5Y | +146.6% | +139.6% | +7.0% | +77.0% |
| All | +1,186.7% | +319.3% | +867.4% | +568.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling