-56.5%
LUMN vs UTHR
+313.7%
-370.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +2.5% | +1.9% | +0.6% | +2.3% |
| 30D | +10.3% | -2.9% | +13.2% | +10.6% |
| 3M | -18.3% | -8.9% | -9.4% | -17.4% |
| 6M | +4.4% | -8.7% | +13.1% | +5.4% |
| YTD | -10.7% | +2.0% | -12.7% | -11.3% |
| 1Y | +14.0% | +22.8% | -8.8% | +10.1% |
| 3Y | +406.6% | +120.6% | +285.9% | +330.6% |
| 5Y | -36.8% | +136.4% | -173.2% | -47.8% |
| All | -56.5% | +313.7% | -370.2% | -72.4% |
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 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