+2,140.3%
ULTA vs LII
+1,236.0%
+904.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +2.5% | +2.9% | -0.5% | +1.1% |
| 30D | +11.5% | +0.9% | +10.6% | +10.7% |
| 3M | +28.1% | -15.5% | +43.7% | +37.7% |
| 6M | +34.2% | -30.2% | +64.4% | +53.7% |
| YTD | +9.2% | -26.8% | +36.0% | +20.3% |
| 1Y | +23.7% | -25.3% | +49.0% | +34.9% |
| 3Y | +69.2% | -7.8% | +76.9% | +58.4% |
| 5Y | +66.6% | +17.0% | +49.7% | +33.0% |
| 10Y | +176.6% | +169.9% | +6.7% | +36.9% |
| All | +2,140.3% | +1,236.0% | +904.3% | +308.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling