+550.0%
LNG vs ULTA
+132.3%
+417.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -4.7% | -3.1% | -1.6% | -4.1% |
| 30D | +3.8% | +2.8% | +1.0% | +3.2% |
| 3M | +16.2% | +14.8% | +1.4% | +12.6% |
| 6M | +11.7% | -16.2% | +27.9% | +14.8% |
| YTD | +44.2% | -9.6% | +53.8% | +45.5% |
| 1Y | +18.6% | +4.8% | +13.8% | +15.4% |
| 3Y | +77.4% | +30.7% | +46.7% | +58.9% |
| 5Y | +232.3% | +45.9% | +186.4% | +182.2% |
| All | +550.0% | +132.3% | +417.7% | +342.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling