-33.1%
LULU vs ULTA
+27.9%
-61.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +3.1% |
| 7D | +6.5% | +6.7% | -0.2% | +3.9% |
| 30D | +20.3% | +21.7% | -1.4% | +12.2% |
| 3M | -8.9% | +21.5% | -30.4% | -15.4% |
| 6M | -13.1% | +27.5% | -40.7% | -21.1% |
| YTD | -46.1% | +9.2% | -55.3% | -49.7% |
| All | -33.1% | +27.9% | -61.0% | -41.2% |
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 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