+1,737.4%
ULTA vs LH
+459.1%
+1,278.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.7% |
| 7D | -1.8% | -3.2% | +1.4% | -0.2% |
| 30D | -1.2% | +0.1% | -1.4% | -1.4% |
| 3M | +13.4% | +18.6% | -5.3% | +3.4% |
| 6M | -15.6% | +17.9% | -33.6% | -22.9% |
| YTD | -10.4% | +28.9% | -39.4% | -22.2% |
| 1Y | +5.5% | +16.6% | -11.2% | -4.0% |
| 3Y | +31.0% | +63.6% | -32.6% | -2.6% |
| 5Y | +41.8% | +30.0% | +11.8% | +16.3% |
| 10Y | +127.0% | +191.9% | -65.0% | +5.6% |
| All | +1,737.4% | +459.1% | +1,278.3% | +404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling