+29.6%
LUV vs ULTA
+6.6%
+22.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.8% |
| 7D | +0.4% | +9.0% | -8.6% | -2.8% |
| 30D | -18.4% | +4.6% | -23.0% | -19.8% |
| 3M | -3.2% | +22.0% | -25.2% | -10.5% |
| 6M | -14.8% | -14.7% | -0.1% | -10.8% |
| YTD | -2.9% | -6.8% | +3.9% | -1.7% |
| 1Y | +29.6% | +6.5% | +23.0% | +21.7% |
| All | +29.6% | +6.6% | +22.9% | +21.7% |
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