+369.0%
LIN vs ULTA
+122.7%
+246.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.1% |
| 7D | -4.0% | -1.8% | -2.2% | -3.6% |
| 30D | -4.9% | -1.2% | -3.7% | -4.8% |
| 3M | -9.2% | +13.4% | -22.6% | -11.9% |
| 6M | -2.6% | -15.6% | +13.1% | +0.3% |
| YTD | +10.5% | -10.4% | +21.0% | +12.0% |
| 1Y | -0.1% | +5.5% | -5.5% | -2.9% |
| 3Y | +25.4% | +31.0% | -5.6% | +12.5% |
| 5Y | +59.7% | +41.8% | +17.9% | +37.7% |
| 10Y | +369.0% | +127.0% | +242.0% | +229.6% |
| All | +369.0% | +122.7% | +246.3% | +229.6% |
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