+123.8%
LSCC vs UTHR
+168.1%
-44.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.2% | +9.2% | +10.1% |
| 7D | +14.5% | -2.1% | +16.6% | +15.1% |
| 30D | -0.1% | +8.3% | -8.3% | -1.6% |
| 3M | -2.7% | +15.5% | -18.2% | -5.9% |
| 6M | -4.8% | +4.5% | -9.3% | -5.9% |
| YTD | +66.9% | +22.2% | +44.6% | +58.2% |
| 1Y | +85.8% | +29.7% | +56.1% | +73.9% |
| All | +123.8% | +168.1% | -44.4% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling