+144.2%
LNT vs ULTA
+132.3%
+11.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -1.0% | -3.1% | +2.0% | -0.7% |
| 30D | -4.2% | +2.8% | -7.0% | -4.6% |
| 3M | -6.7% | +14.8% | -21.4% | -8.3% |
| 6M | -3.6% | -16.2% | +12.6% | -2.1% |
| YTD | +5.9% | -9.6% | +15.5% | +6.5% |
| 1Y | +7.3% | +4.8% | +2.5% | +5.8% |
| 3Y | +46.5% | +30.7% | +15.8% | +38.4% |
| 5Y | +32.5% | +45.9% | -13.4% | +21.5% |
| All | +144.2% | +132.3% | +11.9% | +101.0% |
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 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