+5,083.9%
LITE vs ULTA
+231.0%
+4,852.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.6% |
| 7D | -1.5% | +9.0% | -10.5% | -4.0% |
| 30D | +6.7% | +4.6% | +2.1% | +4.9% |
| 3M | -6.8% | +22.0% | -28.7% | -12.7% |
| 6M | +29.4% | -14.7% | +44.1% | +34.3% |
| YTD | +139.1% | -6.8% | +145.8% | +141.5% |
| 1Y | +521.0% | +6.5% | +514.5% | +499.4% |
| 3Y | +1,535.3% | +35.6% | +1,499.7% | +1,332.1% |
| 5Y | +889.8% | +47.6% | +842.2% | +729.0% |
| 10Y | +2,400.7% | +128.9% | +2,271.8% | +1,635.0% |
| All | +5,083.9% | +231.0% | +4,852.9% | +3,421.4% |
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