+1,195.4%
LPLA vs UTHR
+321.8%
+873.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.6% |
| 7D | -1.5% | +3.0% | -4.6% | -2.3% |
| 30D | -6.0% | -4.3% | -1.7% | -5.1% |
| 3M | +21.4% | -8.4% | +29.7% | +23.6% |
| 6M | +12.1% | -4.2% | +16.3% | +12.7% |
| YTD | -1.8% | +4.0% | -5.9% | -3.7% |
| 1Y | +3.2% | +25.5% | -22.3% | -3.8% |
| 3Y | +45.9% | +125.1% | -79.2% | +10.0% |
| 5Y | +144.7% | +140.3% | +4.3% | +75.5% |
| All | +1,195.4% | +321.8% | +873.6% | +572.3% |
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