+103.0%
LEN vs ULTA
+132.3%
-29.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.4% |
| 7D | -4.8% | -3.1% | -1.7% | -3.6% |
| 30D | -6.6% | +2.8% | -9.4% | -7.8% |
| 3M | -15.7% | +14.8% | -30.4% | -20.3% |
| 6M | -16.6% | -16.2% | -0.4% | -11.9% |
| YTD | -21.3% | -9.6% | -11.7% | -19.6% |
| 1Y | -42.0% | +4.8% | -46.8% | -44.4% |
| 3Y | -27.9% | +30.7% | -58.6% | -39.9% |
| 5Y | -10.7% | +45.9% | -56.6% | -30.5% |
| All | +103.0% | +132.3% | -29.3% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling