-3.8%
LVS vs UTHR
+319.3%
-323.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -4.3% | +2.8% | -7.1% | -4.9% |
| 30D | -6.8% | -2.3% | -4.6% | -6.5% |
| 3M | -15.6% | -7.4% | -8.2% | -14.4% |
| 6M | -20.6% | -6.0% | -14.6% | -20.0% |
| YTD | -33.4% | +3.4% | -36.8% | -34.6% |
| 1Y | -20.1% | +27.1% | -47.2% | -25.3% |
| 3Y | -7.4% | +123.8% | -131.2% | -28.2% |
| 5Y | +8.5% | +139.6% | -131.1% | -19.9% |
| All | -3.8% | +319.3% | -323.1% | -44.5% |
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