+406.6%
LUMN vs UTHR
+121.0%
+285.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.9% |
| 7D | +2.5% | +1.9% | +0.6% | +2.5% |
| 30D | +10.3% | -2.9% | +13.2% | +10.3% |
| 3M | -18.3% | -8.9% | -9.4% | -18.2% |
| 6M | +4.4% | -8.7% | +13.1% | +4.7% |
| YTD | -10.7% | +2.0% | -12.7% | -10.2% |
| 1Y | +14.0% | +22.8% | -8.8% | +14.6% |
| 3Y | +406.6% | +120.6% | +285.9% | +341.1% |
| All | +406.6% | +121.0% | +285.6% | +341.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling