+579.0%
LSCC vs UTHR
+8,281.0%
-7,702.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -7.0% | -1.6% | -6.9% |
| 7D | -4.8% | -4.7% | -0.1% | -3.6% |
| 30D | -27.1% | +4.4% | -31.5% | -27.9% |
| 3M | -23.6% | +9.0% | -32.6% | -25.6% |
| 6M | -19.8% | -1.1% | -18.7% | -20.2% |
| YTD | +33.2% | +16.1% | +17.1% | +26.9% |
| 1Y | +55.2% | +26.4% | +28.8% | +44.7% |
| 3Y | +70.1% | +152.1% | -82.0% | +29.9% |
| 5Y | +19.5% | +179.6% | -160.1% | -12.7% |
| 10Y | +1,164.9% | +395.6% | +769.3% | +666.4% |
| All | +579.0% | +8,281.0% | -7,702.0% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling