+50.0%
LULU vs ULTA
+132.3%
-82.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.3% |
| 7D | -1.6% | -3.1% | +1.4% | -0.4% |
| 30D | -18.1% | +2.8% | -20.9% | -19.3% |
| 3M | -18.8% | +14.8% | -33.5% | -23.5% |
| 6M | -39.2% | -16.2% | -23.0% | -35.5% |
| YTD | -52.4% | -9.6% | -42.8% | -51.2% |
| 1Y | -40.3% | +4.8% | -45.1% | -42.5% |
| 3Y | -75.1% | +30.7% | -105.8% | -78.6% |
| 5Y | -76.7% | +45.9% | -122.6% | -80.9% |
| All | +50.0% | +132.3% | -82.3% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling