-38.2%
LEN vs ULTA
+6.6%
-44.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -3.2% | +9.0% | -12.2% | -5.0% |
| 30D | -4.9% | +4.6% | -9.5% | -5.8% |
| 3M | -8.5% | +22.0% | -30.5% | -12.3% |
| 6M | -20.7% | -14.7% | -6.0% | -20.4% |
| YTD | -17.4% | -6.8% | -10.7% | -18.9% |
| 1Y | -38.2% | +6.5% | -44.8% | -42.7% |
| All | -38.2% | +6.6% | -44.9% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling