+1,668.5%
LITE vs ULTA
+38.5%
+1,630.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.5% |
| 7D | -1.5% | +9.0% | -10.5% | -4.6% |
| 30D | +6.7% | +4.6% | +2.1% | +4.7% |
| 3M | -6.8% | +22.0% | -28.7% | -14.1% |
| 6M | +29.4% | -14.7% | +44.1% | +37.1% |
| YTD | +139.1% | -6.8% | +145.8% | +144.0% |
| 1Y | +521.0% | +6.5% | +514.5% | +494.2% |
| All | +1,668.5% | +38.5% | +1,630.0% | +1,110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling