+2,502.5%
LITE vs ULTA
+124.2%
+2,378.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.7% | +11.8% |
| 7D | +12.6% | +0.7% | +12.0% | +12.3% |
| 30D | +9.9% | -2.8% | +12.7% | +10.4% |
| 3M | +9.3% | +18.7% | -9.4% | +2.8% |
| 6M | +75.2% | -15.0% | +90.3% | +81.9% |
| YTD | +165.5% | -9.2% | +174.7% | +170.2% |
| 1Y | +555.0% | +5.7% | +549.3% | +532.2% |
| 3Y | +1,870.5% | +32.8% | +1,837.7% | +1,622.2% |
| 5Y | +1,009.8% | +46.0% | +963.9% | +821.5% |
| 10Y | +2,502.5% | +125.5% | +2,377.0% | +1,687.9% |
| All | +2,502.5% | +124.2% | +2,378.2% | +1,687.9% |
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