+189.5%
LQD vs UTHR
+8,534.1%
-8,344.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.2% |
| 7D | 0.0% | +3.0% | -3.0% | -0.1% |
| 30D | -0.2% | -4.3% | +4.1% | -0.2% |
| 3M | -1.7% | -8.4% | +6.7% | -1.6% |
| 6M | -2.7% | -4.2% | +1.5% | -2.7% |
| YTD | -1.4% | +4.0% | -5.4% | -1.5% |
| 1Y | -1.0% | +25.5% | -26.5% | -1.3% |
| 3Y | +15.1% | +125.1% | -110.1% | +14.0% |
| 5Y | -5.2% | +140.3% | -145.5% | -6.2% |
| 10Y | +23.3% | +322.5% | -299.2% | +21.2% |
| All | +189.5% | +8,534.1% | -8,344.6% | +189.0% |
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 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