+143.5%
LTH vs UTHR
+153.6%
-10.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -0.6% | -5.4% | +4.8% | +0.1% |
| 30D | -4.6% | -6.0% | +1.5% | -3.8% |
| 3M | +32.8% | -11.0% | +43.8% | +34.8% |
| 6M | +64.6% | -0.5% | +65.2% | +64.5% |
| YTD | +62.6% | +0.1% | +62.6% | +61.8% |
| 1Y | +49.9% | +28.2% | +21.8% | +42.9% |
| 3Y | +151.3% | +113.8% | +37.5% | +107.2% |
| All | +143.5% | +153.6% | -10.1% | +88.1% |
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