+95.3%
LSCC vs ULTA
+70.7%
+24.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +5.0% | +4.6% | +0.4% | +3.3% |
| 30D | -11.7% | +16.5% | -28.2% | -17.2% |
| 3M | -13.3% | +21.1% | -34.4% | -20.3% |
| 6M | -12.5% | +27.4% | -39.9% | -21.9% |
| YTD | +51.2% | +9.8% | +41.4% | +43.3% |
| 1Y | +65.9% | +28.6% | +37.3% | +44.5% |
| 3Y | +95.3% | +70.5% | +24.9% | +29.7% |
| All | +95.3% | +70.7% | +24.7% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling