+60.8%
LIN vs ULTA
+44.9%
+16.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.4% |
| 7D | -3.5% | +0.7% | -4.1% | -3.6% |
| 30D | -4.1% | -2.8% | -1.3% | -3.7% |
| 3M | -6.4% | +18.7% | -25.1% | -9.6% |
| 6M | -2.4% | -15.0% | +12.6% | 0.0% |
| YTD | +10.9% | -9.2% | +20.1% | +11.9% |
| 1Y | 0.0% | +5.7% | -5.6% | -2.6% |
| 3Y | +25.8% | +32.8% | -6.9% | +12.5% |
| 5Y | +60.8% | +46.0% | +14.9% | +30.8% |
| All | +60.8% | +44.9% | +16.0% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling