+20.3%
UL vs BBY
+42.8%
-22.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | +0.5% |
| 7D | -3.4% | +0.6% | -4.0% | -3.4% |
| 30D | +0.5% | +9.4% | -8.9% | 0.0% |
| 3M | +7.2% | +19.3% | -12.1% | +6.4% |
| 6M | -3.1% | +47.9% | -51.0% | -4.7% |
| YTD | -2.7% | +39.6% | -42.3% | -4.1% |
| 1Y | -10.2% | +22.2% | -32.4% | -11.1% |
| 3Y | +20.3% | +45.0% | -24.7% | +15.8% |
| All | +20.3% | +42.8% | -22.5% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling