+1,490.3%
LSCC vs ULTA
+180.0%
+1,310.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +10.7% |
| 7D | +14.5% | -0.2% | +14.7% | +14.7% |
| 30D | -0.1% | +16.1% | -16.2% | -6.1% |
| 3M | -2.7% | +21.7% | -24.4% | -10.7% |
| 6M | -4.8% | +28.7% | -33.5% | -15.2% |
| YTD | +66.9% | +8.9% | +57.9% | +57.7% |
| 1Y | +85.8% | +26.1% | +59.8% | +65.0% |
| 3Y | +115.6% | +69.1% | +46.5% | +65.2% |
| 5Y | +48.8% | +66.6% | -17.8% | +14.7% |
| 10Y | +1,490.3% | +175.9% | +1,314.4% | +853.1% |
| All | +1,490.3% | +180.0% | +1,310.3% | +853.1% |
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