+2.6%
LYV vs ULTA
-15.4%
+18.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.3% |
| 7D | -1.9% | -3.1% | +1.1% | -1.4% |
| 30D | -8.2% | +2.8% | -11.0% | -8.6% |
| 3M | -1.3% | +14.8% | -16.0% | -4.6% |
| 6M | +2.6% | -16.2% | +18.8% | +7.5% |
| All | +2.6% | -15.4% | +18.0% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling