+1,351.6%
LSCC vs UTHR
+364.7%
+986.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +7.0% | +5.2% | +1.8% | +5.6% |
| 30D | -2.3% | +9.5% | -11.8% | -4.6% |
| 3M | -12.5% | +17.9% | -30.5% | -16.7% |
| 6M | -10.6% | +2.0% | -12.6% | -11.6% |
| YTD | +52.7% | +21.3% | +31.4% | +43.0% |
| 1Y | +74.0% | +27.9% | +46.1% | +60.6% |
| 3Y | +104.8% | +162.3% | -57.6% | +48.8% |
| 5Y | +36.2% | +190.7% | -154.5% | -6.8% |
| All | +1,351.6% | +364.7% | +986.9% | +700.5% |
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 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