+2,755.1%
LSCC vs ULTA
+1,919.6%
+835.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +10.6% |
| 7D | +14.5% | -0.2% | +14.7% | +14.6% |
| 30D | -0.1% | +16.1% | -16.2% | -5.0% |
| 3M | -2.7% | +21.7% | -24.4% | -9.3% |
| 6M | -4.8% | +28.7% | -33.5% | -13.3% |
| YTD | +66.9% | +8.9% | +57.9% | +59.4% |
| 1Y | +85.8% | +26.1% | +59.8% | +69.0% |
| 3Y | +115.6% | +69.1% | +46.5% | +75.7% |
| 5Y | +48.8% | +66.6% | -17.8% | +22.4% |
| 10Y | +1,490.3% | +175.9% | +1,314.4% | +936.7% |
| All | +2,755.1% | +1,919.6% | +835.6% | +594.1% |
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