+1,082.0%
LPLA vs UTHR
+856.7%
+225.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -0.9% | +5.2% | -6.1% | -2.0% |
| 30D | -9.5% | +9.5% | -19.0% | -11.2% |
| 3M | -21.9% | +17.9% | -39.8% | -24.9% |
| 6M | -2.6% | +2.0% | -4.6% | -3.5% |
| YTD | -17.8% | +21.3% | -39.1% | -22.1% |
| 1Y | -21.2% | +27.9% | -49.1% | -26.2% |
| 3Y | +30.6% | +162.3% | -131.7% | -0.9% |
| 5Y | +81.3% | +190.7% | -109.4% | +31.4% |
| 10Y | +773.9% | +365.5% | +408.5% | +428.4% |
| All | +1,082.0% | +856.7% | +225.2% | +486.3% |
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 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