+1,236.1%
LSCC vs UTHR
+382.4%
+853.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.3% |
| 7D | +13.0% | -6.1% | +19.1% | +15.0% |
| 30D | -19.8% | +3.1% | -22.9% | -20.5% |
| 3M | -18.4% | +5.5% | -23.9% | -20.0% |
| 6M | -16.1% | -5.8% | -10.3% | -15.4% |
| YTD | +42.7% | +15.3% | +27.4% | +35.5% |
| 1Y | +68.0% | +23.8% | +44.2% | +56.4% |
| 3Y | +85.8% | +146.3% | -60.5% | +37.8% |
| 5Y | +28.0% | +177.8% | -149.8% | -11.0% |
| All | +1,236.1% | +382.4% | +853.8% | +656.0% |
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 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