+1,490.3%
LSCC vs UTHR
+362.9%
+1,127.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.2% | +9.2% | +10.0% |
| 7D | +14.5% | -2.1% | +16.6% | +15.3% |
| 30D | -0.1% | +8.3% | -8.3% | -2.1% |
| 3M | -2.7% | +15.5% | -18.2% | -6.8% |
| 6M | -4.8% | +4.5% | -9.3% | -6.6% |
| YTD | +66.9% | +22.2% | +44.6% | +56.0% |
| 1Y | +85.8% | +29.7% | +56.1% | +70.9% |
| 3Y | +115.6% | +167.3% | -51.7% | +56.0% |
| 5Y | +48.8% | +196.5% | -147.7% | +1.4% |
| 10Y | +1,490.3% | +369.0% | +1,121.3% | +775.7% |
| All | +1,490.3% | +362.9% | +1,127.3% | +775.7% |
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