-70.4%
LYFT vs UTHR
+135.8%
-206.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | -8.4% | +1.9% | -10.3% | -8.6% |
| 30D | -7.6% | -2.9% | -4.7% | -7.3% |
| 3M | +11.7% | -8.9% | +20.6% | +13.0% |
| 6M | +15.1% | -8.7% | +23.8% | +16.1% |
| YTD | -20.9% | +2.0% | -22.9% | -21.7% |
| 1Y | -16.4% | +22.8% | -39.2% | -19.7% |
| 3Y | +35.2% | +120.6% | -85.4% | +12.5% |
| All | -70.4% | +135.8% | -206.2% | -75.8% |
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