+63.3%
LIN vs ULTA
+64.6%
-1.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | +6.5% | +18.2% | -11.7% | +3.1% |
| 3M | +5.5% | +19.7% | -14.2% | +1.7% |
| 6M | +3.3% | +20.5% | -17.2% | -0.7% |
| YTD | +22.0% | +6.6% | +15.5% | +19.3% |
| 1Y | +25.7% | +26.5% | -0.7% | +18.2% |
| 3Y | +36.2% | +67.0% | -30.8% | +15.1% |
| All | +63.3% | +64.6% | -1.3% | +31.1% |
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