+156.6%
LTH vs UTHR
+208.6%
-52.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -4.6% | +4.9% | -9.5% | -5.3% |
| 30D | +14.8% | +9.2% | +5.6% | +13.4% |
| 3M | +3.9% | +15.9% | -12.0% | +1.6% |
| 6M | +35.5% | +2.0% | +33.5% | +34.9% |
| YTD | +71.3% | +21.8% | +49.6% | +65.6% |
| 1Y | +75.7% | +28.6% | +47.1% | +68.3% |
| 3Y | +231.9% | +166.2% | +65.7% | +164.1% |
| 5Y | +130.5% | +191.8% | -61.3% | +72.6% |
| All | +156.6% | +208.6% | -52.0% | +92.5% |
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