-9.5%
LVS vs UTHR
+364.7%
-374.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -0.8% | +5.2% | -6.0% | -1.9% |
| 30D | +10.0% | +9.5% | +0.5% | +7.8% |
| 3M | -11.0% | +17.9% | -29.0% | -14.5% |
| 6M | -20.1% | +2.0% | -22.2% | -21.0% |
| YTD | -36.3% | +21.3% | -57.7% | -39.8% |
| 1Y | -36.8% | +27.9% | -64.7% | -41.0% |
| 3Y | -9.5% | +162.3% | -171.9% | -32.7% |
| 5Y | +9.3% | +190.7% | -181.4% | -23.4% |
| All | -9.5% | +364.7% | -374.1% | -50.3% |
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