+3,406.8%
LITE vs ULTA
+290.3%
+3,116.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.5% | +9.8% |
| 7D | -12.9% | +4.3% | -17.2% | -13.9% |
| 30D | -46.0% | +16.6% | -62.6% | -48.4% |
| 3M | -33.0% | +17.7% | -50.7% | -36.6% |
| 6M | -34.0% | +27.5% | -61.6% | -39.3% |
| YTD | +61.7% | +9.9% | +51.8% | +55.0% |
| 1Y | +148.3% | +28.5% | +119.8% | +126.1% |
| 3Y | +1,408.5% | +71.1% | +1,337.5% | +1,129.9% |
| 5Y | +546.2% | +68.3% | +477.8% | +419.4% |
| 10Y | +1,533.3% | +181.4% | +1,351.9% | +970.1% |
| All | +3,406.8% | +290.3% | +3,116.6% | +2,160.2% |
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