+90.9%
LYV vs UTHR
+135.8%
-44.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.2% |
| 7D | -1.9% | +1.9% | -3.9% | -2.1% |
| 30D | -8.2% | -2.9% | -5.3% | -8.0% |
| 3M | -1.3% | -8.9% | +7.6% | -0.4% |
| 6M | +2.6% | -8.7% | +11.3% | +3.4% |
| YTD | +19.4% | +2.0% | +17.4% | +18.9% |
| 1Y | -2.2% | +22.8% | -25.0% | -4.5% |
| 3Y | +106.0% | +120.6% | -14.6% | +85.1% |
| All | +90.9% | +135.8% | -44.8% | +76.5% |
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 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