-48.6%
LVS vs ULTA
+1,560.4%
-1,609.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.0% |
| 30D | -4.7% | -1.2% | -3.4% | -4.5% |
| 3M | -15.6% | +13.4% | -29.0% | -20.5% |
| 6M | -18.6% | -15.6% | -3.0% | -14.3% |
| YTD | -32.3% | -10.4% | -21.8% | -30.6% |
| 1Y | -18.0% | +5.5% | -23.5% | -22.1% |
| 3Y | -5.8% | +31.0% | -36.8% | -22.2% |
| 5Y | +5.7% | +41.8% | -36.1% | -17.2% |
| 10Y | 0.0% | +127.0% | -127.0% | -43.8% |
| All | -48.6% | +1,560.4% | -1,609.0% | -94.2% |
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