-3.8%
LNT vs ULTA
-14.4%
+10.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +0.2% | -1.8% | +2.0% | +0.1% |
| 30D | -0.5% | -1.2% | +0.7% | -0.5% |
| 3M | -5.5% | +13.4% | -18.9% | -5.4% |
| 6M | -3.8% | -15.6% | +11.8% | -6.3% |
| All | -3.8% | -14.4% | +10.6% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling