-16.1%
LSCC vs UTHR
-4.7%
-11.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.1% |
| 7D | +13.0% | -6.1% | +19.1% | +13.0% |
| 30D | -19.8% | +3.1% | -22.9% | -18.8% |
| 3M | -18.4% | +5.5% | -23.9% | -17.2% |
| 6M | -16.1% | -5.8% | -10.3% | -10.0% |
| All | -16.1% | -4.7% | -11.5% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling