+1,763.3%
LSCC vs UTHR
+299.3%
+1,464.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.3% | -5.4% | +6.7% | +2.7% |
| 30D | -9.7% | -6.0% | -3.6% | -8.3% |
| 3M | -23.7% | -11.0% | -12.7% | -21.6% |
| 6M | +26.5% | -0.5% | +27.0% | +25.7% |
| YTD | +57.5% | +0.1% | +57.4% | +56.1% |
| 1Y | +75.7% | +28.2% | +47.5% | +62.6% |
| 3Y | +19.5% | +113.8% | -94.4% | -6.8% |
| 5Y | +83.8% | +131.3% | -47.5% | +36.8% |
| All | +1,763.3% | +299.3% | +1,464.1% | +1,088.8% |
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