+6.4%
LVS vs UTHR
+135.8%
-129.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | -3.5% | +1.9% | -5.4% | -3.7% |
| 30D | -6.2% | -2.9% | -3.4% | -6.0% |
| 3M | -14.8% | -8.9% | -6.0% | -14.0% |
| 6M | -20.9% | -8.7% | -12.1% | -20.2% |
| YTD | -33.0% | +2.0% | -35.1% | -33.6% |
| 1Y | -20.0% | +22.8% | -42.8% | -22.8% |
| 3Y | -6.9% | +120.6% | -127.6% | -22.2% |
| All | +6.4% | +135.8% | -129.4% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling