+622.9%
LNG vs ULTA
+1,541.3%
-918.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -4.5% | -3.9% | -0.6% | -3.5% |
| 30D | +4.7% | -1.1% | +5.7% | +4.9% |
| 3M | +15.1% | +13.8% | +1.4% | +10.8% |
| 6M | +13.6% | -17.2% | +30.8% | +17.8% |
| YTD | +44.0% | -11.5% | +55.4% | +46.2% |
| 1Y | +18.4% | +3.9% | +14.5% | +14.6% |
| 3Y | +75.9% | +29.5% | +46.4% | +54.1% |
| 5Y | +231.7% | +42.9% | +188.8% | +174.9% |
| 10Y | +549.0% | +124.4% | +424.6% | +324.8% |
| All | +622.9% | +1,541.3% | -918.4% | +86.0% |
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