+25.5%
LSCC vs UTHR
+179.7%
-154.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.3% |
| 7D | +13.0% | -6.1% | +19.1% | +14.6% |
| 30D | -19.8% | +3.1% | -22.9% | -20.3% |
| 3M | -18.4% | +5.5% | -23.9% | -19.6% |
| 6M | -16.1% | -5.8% | -10.3% | -15.3% |
| YTD | +42.7% | +15.3% | +27.4% | +36.9% |
| 1Y | +68.0% | +23.8% | +44.2% | +58.7% |
| 3Y | +85.8% | +146.3% | -60.5% | +48.2% |
| All | +25.5% | +179.7% | -154.2% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling