+1,830.6%
LSCC vs ULTA
+122.7%
+1,707.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | +1.4% | -1.8% | +3.2% | +2.0% |
| 30D | -10.0% | -1.2% | -8.8% | -10.0% |
| 3M | -16.1% | +13.4% | -29.5% | -20.7% |
| 6M | +27.4% | -15.6% | +43.0% | +33.8% |
| YTD | +56.9% | -10.4% | +67.3% | +60.8% |
| 1Y | +74.6% | +5.5% | +69.1% | +67.2% |
| 3Y | +26.0% | +31.0% | -5.0% | +7.9% |
| 5Y | +86.1% | +41.8% | +44.3% | +54.9% |
| 10Y | +1,830.6% | +127.0% | +1,703.6% | +1,294.9% |
| All | +1,830.6% | +122.7% | +1,707.9% | +1,294.9% |
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