+87.2%
LSCC vs ULTA
+44.9%
+42.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.8% |
| 7D | +5.2% | +0.7% | +4.5% | +4.8% |
| 30D | -9.6% | -2.8% | -6.8% | -8.8% |
| 3M | -17.8% | +18.7% | -36.5% | -26.1% |
| 6M | +37.4% | -15.0% | +52.5% | +47.1% |
| YTD | +59.7% | -9.2% | +68.9% | +64.0% |
| 1Y | +76.2% | +5.7% | +70.6% | +64.2% |
| 3Y | +28.2% | +32.8% | -4.6% | -4.1% |
| 5Y | +87.2% | +46.0% | +41.2% | +22.2% |
| All | +87.2% | +44.9% | +42.3% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling