+75.7%
LSCC vs UTHR
+23.3%
+52.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.3% | -5.4% | +6.7% | +2.5% |
| 30D | -9.7% | -6.0% | -3.6% | -8.5% |
| 3M | -23.7% | -11.0% | -12.7% | -22.0% |
| 6M | +26.5% | -0.5% | +27.0% | +24.7% |
| YTD | +57.5% | +0.1% | +57.4% | +55.7% |
| 1Y | +75.7% | +28.2% | +47.5% | +72.5% |
| All | +75.7% | +23.3% | +52.4% | +72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling