+104.9%
LQD vs ULTA
+1,541.3%
-1,436.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -1.1% | -3.9% | +2.8% | -1.0% |
| 30D | -1.1% | -1.1% | -0.1% | -1.1% |
| 3M | -2.3% | +13.8% | -16.1% | -2.5% |
| 6M | -2.9% | -17.2% | +14.3% | -2.7% |
| YTD | -2.3% | -11.5% | +9.2% | -2.2% |
| 1Y | -2.2% | +3.9% | -6.1% | -2.3% |
| 3Y | +14.0% | +29.5% | -15.4% | +13.4% |
| 5Y | -5.8% | +42.9% | -48.7% | -6.3% |
| 10Y | +22.2% | +124.4% | -102.2% | +21.0% |
| All | +104.9% | +1,541.3% | -1,436.4% | +102.6% |
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