+65.9%
LSCC vs UTHR
+31.0%
+34.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | +5.0% | -2.1% | +7.1% | +5.5% |
| 30D | -11.7% | +7.2% | -18.9% | -12.6% |
| 3M | -13.3% | +11.1% | -24.4% | -14.5% |
| 6M | -12.5% | +4.2% | -16.7% | -12.3% |
| YTD | +51.2% | +20.8% | +30.4% | +44.4% |
| 1Y | +65.9% | +29.7% | +36.2% | +53.3% |
| All | +65.9% | +31.0% | +34.9% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling