+753.7%
LYV vs ULTA
+1,575.4%
-821.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.7% |
| 7D | -1.9% | -3.1% | +1.1% | -0.9% |
| 30D | -8.2% | +2.8% | -11.0% | -9.4% |
| 3M | -1.3% | +14.8% | -16.0% | -6.6% |
| 6M | +2.6% | -16.2% | +18.8% | +7.9% |
| YTD | +19.4% | -9.6% | +29.0% | +21.7% |
| 1Y | -2.2% | +4.8% | -7.0% | -6.3% |
| 3Y | +106.0% | +30.7% | +75.4% | +74.6% |
| 5Y | +97.7% | +45.9% | +51.8% | +58.8% |
| 10Y | +560.5% | +129.0% | +431.5% | +318.3% |
| All | +753.7% | +1,575.4% | -821.7% | +68.8% |
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