-80.4%
LYFT vs ULTA
+57.3%
-137.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +0.8% |
| 7D | -8.4% | -3.1% | -5.3% | -6.6% |
| 30D | -7.6% | +2.8% | -10.4% | -9.7% |
| 3M | +11.7% | +14.8% | -3.0% | +1.9% |
| 6M | +15.1% | -16.2% | +31.3% | +24.5% |
| YTD | -20.9% | -9.6% | -11.3% | -18.8% |
| 1Y | -16.4% | +4.8% | -21.1% | -22.4% |
| 3Y | +35.2% | +30.7% | +4.5% | +3.1% |
| 5Y | -69.4% | +45.9% | -115.2% | -79.0% |
| All | -80.4% | +57.3% | -137.7% | -91.2% |
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