+121.0%
ULTA vs LII
+170.6%
-49.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -3.9% | -3.5% | -0.4% | -2.5% |
| 30D | -1.1% | -13.5% | +12.5% | +4.8% |
| 3M | +13.8% | -26.0% | +39.8% | +25.8% |
| 6M | -17.2% | -26.8% | +9.6% | -9.0% |
| YTD | -11.5% | -22.9% | +11.4% | -5.5% |
| 1Y | +3.9% | -32.6% | +36.5% | +17.3% |
| 3Y | +29.5% | -1.3% | +30.8% | +16.9% |
| 5Y | +42.9% | +23.1% | +19.8% | +12.0% |
| All | +121.0% | +170.6% | -49.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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