+74.6%
LSCC vs ULTA
+5.2%
+69.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | +1.4% | -1.8% | +3.2% | +1.7% |
| 30D | -10.0% | -1.2% | -8.8% | -9.5% |
| 3M | -16.1% | +13.4% | -29.5% | -18.5% |
| 6M | +27.4% | -15.6% | +43.0% | +35.6% |
| YTD | +56.9% | -10.4% | +67.3% | +62.6% |
| 1Y | +74.6% | +5.5% | +69.1% | +74.3% |
| All | +74.6% | +5.2% | +69.3% | +74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling