+125.6%
ULTA vs LH
+183.3%
-57.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.4% |
| 7D | -3.1% | -4.7% | +1.6% | -0.9% |
| 30D | +2.8% | -3.5% | +6.3% | +4.4% |
| 3M | +14.8% | +17.7% | -2.9% | +6.0% |
| 6M | -16.2% | +15.8% | -32.0% | -22.1% |
| YTD | -9.6% | +25.1% | -34.7% | -19.3% |
| 1Y | +4.8% | +12.5% | -7.7% | -2.1% |
| 3Y | +30.7% | +59.8% | -29.1% | +0.8% |
| 5Y | +45.9% | +27.1% | +18.8% | +23.5% |
| All | +125.6% | +183.3% | -57.7% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling