+1,379.1%
LSCC vs UTHR
+363.8%
+1,015.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.6% | +4.8% | +7.5% |
| 7D | +19.3% | -2.3% | +21.6% | +20.3% |
| 30D | -9.6% | +6.1% | -15.7% | -11.0% |
| 3M | -12.4% | +8.1% | -20.5% | -14.7% |
| 6M | -10.5% | +3.1% | -13.6% | -11.8% |
| YTD | +54.8% | +19.5% | +35.2% | +45.6% |
| 1Y | +79.4% | +29.7% | +49.6% | +64.9% |
| 3Y | +109.6% | +162.7% | -53.1% | +52.3% |
| 5Y | +40.4% | +192.8% | -152.4% | -4.1% |
| 10Y | +1,379.1% | +348.1% | +1,031.0% | +721.5% |
| All | +1,379.1% | +363.8% | +1,015.3% | +721.5% |
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