-12.3%
LUV vs ULTA
+44.7%
-56.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.7% |
| 7D | -1.0% | -3.1% | +2.1% | +0.1% |
| 30D | -12.4% | +2.8% | -15.2% | -13.4% |
| 3M | -11.0% | +14.8% | -25.8% | -15.5% |
| 6M | -5.0% | -16.2% | +11.2% | 0.0% |
| YTD | -3.8% | -9.6% | +5.8% | -1.5% |
| 1Y | +25.9% | +4.8% | +21.1% | +22.2% |
| 3Y | +42.2% | +30.7% | +11.6% | +21.5% |
| All | -12.3% | +44.7% | -56.9% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling