+3,549.0%
LRCX vs UTHR
+313.7%
+3,235.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | -3.1% | +1.9% | -5.0% | -3.5% |
| 30D | -8.6% | -2.9% | -5.7% | -8.0% |
| 3M | -17.7% | -8.9% | -8.8% | -16.0% |
| 6M | +36.4% | -8.7% | +45.1% | +38.6% |
| YTD | +74.5% | +2.0% | +72.5% | +71.8% |
| 1Y | +159.4% | +22.8% | +136.7% | +142.5% |
| 3Y | +361.6% | +120.6% | +241.0% | +242.1% |
| 5Y | +425.2% | +136.4% | +288.8% | +265.5% |
| All | +3,549.0% | +313.7% | +3,235.3% | +1,783.6% |
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 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