+52.3%
LVS vs UTHR
+2,062.4%
-2,010.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.5% | -5.4% | +3.9% | +0.1% |
| 30D | -3.2% | -6.0% | +2.8% | -1.6% |
| 3M | -12.0% | -11.0% | -1.0% | -9.1% |
| 6M | -19.9% | -0.5% | -19.4% | -20.6% |
| YTD | -30.6% | +0.1% | -30.7% | -31.7% |
| 1Y | -17.7% | +28.2% | -45.9% | -25.5% |
| 3Y | -14.2% | +113.8% | -128.0% | -37.8% |
| 5Y | +9.6% | +131.3% | -121.7% | -25.0% |
| 10Y | +5.7% | +296.7% | -291.1% | -45.3% |
| All | +52.3% | +2,062.4% | -2,010.1% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling