+41.8%
ULTA vs LII
+21.2%
+20.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.6% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -1.2% | -11.2% | +10.0% | +2.5% |
| 3M | +13.4% | -28.8% | +42.2% | +24.3% |
| 6M | -15.6% | -26.9% | +11.3% | -9.0% |
| YTD | -10.4% | -22.2% | +11.8% | -6.1% |
| 1Y | +5.5% | -32.0% | +37.4% | +15.8% |
| 3Y | +31.0% | -0.4% | +31.4% | +19.9% |
| 5Y | +41.8% | +22.4% | +19.4% | +20.5% |
| All | +41.8% | +21.2% | +20.6% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling