+473.4%
LLY vs ULTA
+64.2%
+409.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | +22.4% | +12.4% | +9.9% | +20.3% |
| 3M | +17.1% | +22.4% | -5.3% | +13.6% |
| 6M | +44.6% | +28.9% | +15.8% | +38.9% |
| YTD | +33.5% | +7.6% | +25.9% | +31.1% |
| 1Y | +41.1% | +21.6% | +19.5% | +35.8% |
| 3Y | +143.8% | +67.0% | +76.7% | +117.3% |
| 5Y | +473.4% | +64.2% | +409.2% | +393.4% |
| All | +473.4% | +64.2% | +409.1% | +393.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling