+64.4%
UL vs BBY
+252.7%
-188.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | +0.3% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | +0.5% | +9.4% | -8.9% | -0.6% |
| 3M | +7.2% | +19.3% | -12.1% | +5.1% |
| 6M | -3.1% | +47.9% | -51.0% | -7.5% |
| YTD | -2.7% | +39.6% | -42.3% | -6.7% |
| 1Y | -10.2% | +22.2% | -32.4% | -12.8% |
| 3Y | +20.3% | +45.0% | -24.7% | +12.2% |
| 5Y | +19.9% | +2.6% | +17.4% | +15.1% |
| All | +64.4% | +252.7% | -188.3% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling