+6.4%
LVS vs ULTA
+44.7%
-38.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | -0.2% |
| 7D | -3.5% | -3.1% | -0.4% | -2.4% |
| 30D | -6.2% | +2.8% | -9.0% | -7.4% |
| 3M | -14.8% | +14.8% | -29.6% | -19.4% |
| 6M | -20.9% | -16.2% | -4.6% | -16.7% |
| YTD | -33.0% | -9.6% | -23.4% | -31.8% |
| 1Y | -20.0% | +4.8% | -24.8% | -23.5% |
| 3Y | -6.9% | +30.7% | -37.6% | -23.2% |
| All | +6.4% | +44.7% | -38.2% | -22.7% |
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 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