+235.2%
LUV vs ULTA
+1,575.4%
-1,340.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.9% |
| 7D | -1.0% | -3.1% | +2.1% | -0.1% |
| 30D | -12.4% | +2.8% | -15.2% | -13.1% |
| 3M | -11.0% | +14.8% | -25.8% | -14.4% |
| 6M | -5.0% | -16.2% | +11.2% | -1.1% |
| YTD | -3.8% | -9.6% | +5.8% | -1.9% |
| 1Y | +25.9% | +4.8% | +21.1% | +23.3% |
| 3Y | +42.2% | +30.7% | +11.6% | +28.3% |
| 5Y | -10.8% | +45.9% | -56.6% | -22.8% |
| 10Y | +19.0% | +129.0% | -110.1% | -12.7% |
| All | +235.2% | +1,575.4% | -1,340.3% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling