+346.0%
LEN vs ULTA
+1,583.0%
-1,236.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -2.8% |
| 7D | -2.9% | +0.7% | -3.5% | -3.1% |
| 30D | -8.9% | -2.8% | -6.0% | -8.1% |
| 3M | -10.9% | +18.7% | -29.6% | -17.2% |
| 6M | -19.7% | -15.0% | -4.6% | -15.4% |
| YTD | -20.6% | -9.2% | -11.4% | -18.8% |
| 1Y | -42.4% | +5.7% | -48.1% | -45.0% |
| 3Y | -26.5% | +32.8% | -59.3% | -39.2% |
| 5Y | -10.9% | +46.0% | -56.9% | -30.6% |
| 10Y | +100.6% | +125.5% | -24.9% | +15.8% |
| All | +346.0% | +1,583.0% | -1,236.9% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling