+3,344.5%
LITE vs ULTA
+289.8%
+3,054.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -13.9% | +4.6% | -18.6% | -15.0% |
| 30D | -46.9% | +16.5% | -63.4% | -49.3% |
| 3M | -28.0% | +21.1% | -49.1% | -32.5% |
| 6M | -35.2% | +27.4% | -62.6% | -40.4% |
| YTD | +58.9% | +9.8% | +49.0% | +52.3% |
| 1Y | +125.3% | +28.6% | +96.7% | +105.1% |
| 3Y | +1,344.4% | +70.5% | +1,273.9% | +1,078.7% |
| 5Y | +541.2% | +69.8% | +471.4% | +414.3% |
| 10Y | +1,587.5% | +180.8% | +1,406.7% | +1,006.1% |
| All | +3,344.5% | +289.8% | +3,054.7% | +2,120.7% |
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