-40.3%
LULU vs ULTA
+5.8%
-46.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.4% |
| 7D | -1.6% | -3.1% | +1.4% | -0.6% |
| 30D | -18.1% | +2.8% | -20.9% | -19.3% |
| 3M | -18.8% | +14.8% | -33.5% | -23.1% |
| 6M | -39.2% | -16.2% | -23.0% | -36.5% |
| YTD | -52.4% | -9.6% | -42.8% | -52.3% |
| 1Y | -40.3% | +4.8% | -45.1% | -44.4% |
| All | -40.3% | +5.8% | -46.1% | -44.4% |
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