+2,487.2%
LSCC vs ULTA
+1,935.9%
+551.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +5.0% | +4.6% | +0.4% | +3.6% |
| 30D | -11.7% | +16.5% | -28.2% | -16.2% |
| 3M | -13.3% | +21.1% | -34.4% | -19.0% |
| 6M | -12.5% | +27.4% | -39.9% | -20.1% |
| YTD | +51.2% | +9.8% | +41.4% | +44.1% |
| 1Y | +65.9% | +28.6% | +37.3% | +49.9% |
| 3Y | +95.3% | +70.5% | +24.9% | +58.8% |
| 5Y | +38.6% | +69.8% | -31.2% | +13.4% |
| 10Y | +1,352.3% | +180.8% | +1,171.5% | +842.1% |
| All | +2,487.2% | +1,935.9% | +551.3% | +527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling