+767.8%
LIN vs ULTA
+1,875.7%
-1,107.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +5.5% | +19.7% | -14.2% | +1.6% |
| 6M | +3.3% | +20.5% | -17.2% | -0.8% |
| YTD | +22.0% | +6.6% | +15.5% | +19.3% |
| 1Y | +25.7% | +26.5% | -0.7% | +18.5% |
| 3Y | +36.2% | +67.0% | -30.8% | +18.6% |
| 5Y | +66.1% | +64.5% | +1.5% | +43.2% |
| 10Y | +431.0% | +182.6% | +248.4% | +286.5% |
| All | +767.8% | +1,875.7% | -1,107.9% | +232.0% |
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