+3,553.4%
LLY vs ULTA
+1,583.0%
+1,970.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.9% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -5.1% | -2.8% | -2.3% | -4.8% |
| 3M | -2.1% | +18.7% | -20.7% | -4.2% |
| 6M | +13.8% | -15.0% | +28.9% | +15.6% |
| YTD | +5.1% | -9.2% | +14.3% | +5.8% |
| 1Y | +53.1% | +5.7% | +47.5% | +51.1% |
| 3Y | +95.6% | +32.8% | +62.9% | +85.5% |
| 5Y | +361.5% | +46.0% | +315.5% | +327.9% |
| 10Y | +1,545.2% | +125.5% | +1,419.7% | +1,284.4% |
| All | +3,553.4% | +1,583.0% | +1,970.4% | +1,909.7% |
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