+632.8%
LYB vs ULTA
+2,271.9%
-1,639.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.6% |
| 7D | +0.3% | -3.1% | +3.3% | +1.2% |
| 30D | +2.5% | +2.8% | -0.3% | +1.3% |
| 3M | +1.4% | +14.8% | -13.4% | -3.7% |
| 6M | -3.5% | -16.2% | +12.7% | +0.3% |
| YTD | +52.0% | -9.6% | +61.6% | +53.6% |
| 1Y | +22.1% | +4.8% | +17.3% | +17.1% |
| 3Y | -22.8% | +30.7% | -53.5% | -34.0% |
| 5Y | -3.4% | +45.9% | -49.2% | -23.2% |
| 10Y | +47.4% | +129.0% | -81.7% | -7.4% |
| All | +632.8% | +2,271.9% | -1,639.1% | +89.3% |
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