+139.3%
LTH vs UTHR
+159.0%
-19.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.1% |
| 7D | +1.5% | -2.9% | +4.4% | +1.9% |
| 30D | -3.1% | -7.6% | +4.5% | -2.0% |
| 3M | +28.1% | -8.6% | +36.7% | +29.6% |
| 6M | +67.4% | +4.1% | +63.3% | +66.2% |
| YTD | +59.8% | +2.2% | +57.6% | +58.5% |
| 1Y | +45.6% | +26.2% | +19.4% | +39.2% |
| 3Y | +162.0% | +121.2% | +40.8% | +114.6% |
| All | +139.3% | +159.0% | -19.7% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling