+6.5%
ULTA vs LH
+20.0%
-13.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.5% |
| 7D | +9.0% | -2.5% | +11.5% | +9.5% |
| 30D | +4.6% | +4.3% | +0.2% | +3.6% |
| 3M | +22.0% | +25.5% | -3.6% | +16.3% |
| 6M | -14.7% | +17.0% | -31.7% | -18.0% |
| YTD | -6.8% | +31.3% | -38.0% | -11.1% |
| 1Y | +6.5% | +20.0% | -13.4% | +1.0% |
| All | +6.5% | +20.0% | -13.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling