+164.2%
LTH vs UTHR
+203.0%
-38.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.0% |
| 7D | +7.0% | -2.3% | +9.3% | +7.3% |
| 30D | +15.4% | +6.1% | +9.4% | +14.5% |
| 3M | +7.0% | +8.1% | -1.1% | +5.7% |
| 6M | +46.9% | +3.1% | +43.8% | +45.9% |
| YTD | +76.4% | +19.5% | +56.9% | +70.9% |
| 1Y | +83.7% | +29.7% | +54.0% | +75.7% |
| 3Y | +248.9% | +162.7% | +86.2% | +177.9% |
| 5Y | +141.8% | +192.8% | -51.0% | +81.7% |
| All | +164.2% | +203.0% | -38.8% | +98.7% |
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