+4,597.9%
LLY vs ULTA
+1,924.4%
+2,673.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +6.7% | +2.5% | +4.3% | +6.4% |
| 30D | +19.6% | +11.5% | +8.0% | +18.1% |
| 3M | +19.7% | +28.1% | -8.4% | +16.2% |
| 6M | +42.7% | +34.2% | +8.5% | +37.5% |
| YTD | +35.1% | +9.2% | +25.9% | +33.1% |
| 1Y | +42.2% | +23.7% | +18.4% | +37.7% |
| 3Y | +140.8% | +69.2% | +71.6% | +121.9% |
| 5Y | +480.6% | +66.6% | +414.0% | +430.7% |
| 10Y | +2,061.9% | +176.6% | +1,885.3% | +1,677.6% |
| All | +4,597.9% | +1,924.4% | +2,673.5% | +2,428.3% |
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