+222.1%
LNG vs ULTA
+44.7%
+177.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | -4.7% | -3.1% | -1.6% | -4.4% |
| 30D | +3.8% | +2.8% | +1.0% | +3.5% |
| 3M | +16.2% | +14.8% | +1.4% | +14.3% |
| 6M | +11.7% | -16.2% | +27.9% | +13.6% |
| YTD | +44.2% | -9.6% | +53.8% | +45.1% |
| 1Y | +18.6% | +4.8% | +13.8% | +16.8% |
| 3Y | +77.4% | +30.7% | +46.7% | +64.8% |
| All | +222.1% | +44.7% | +177.4% | +181.9% |
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