+412.1%
LIN vs ULTA
+178.8%
+233.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.0% | +4.6% | -2.6% | +1.0% |
| 30D | +7.9% | +16.5% | -8.6% | +4.2% |
| 3M | +6.3% | +21.1% | -14.8% | +1.7% |
| 6M | +6.5% | +27.4% | -20.9% | +0.4% |
| YTD | +23.6% | +9.8% | +13.8% | +19.6% |
| 1Y | +25.7% | +28.6% | -2.9% | +17.0% |
| 3Y | +35.6% | +70.5% | -34.9% | +14.4% |
| 5Y | +65.9% | +69.8% | -3.9% | +37.5% |
| 10Y | +412.1% | +180.8% | +231.3% | +243.7% |
| All | +412.1% | +178.8% | +233.2% | +243.7% |
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