+2,107.4%
ULTA vs LII
+1,221.0%
+886.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.9% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +12.4% | -0.6% | +13.0% | +12.4% |
| 3M | +22.4% | -17.0% | +39.4% | +32.5% |
| 6M | +28.9% | -31.1% | +60.0% | +48.5% |
| YTD | +7.6% | -27.7% | +35.3% | +19.2% |
| 1Y | +21.6% | -26.2% | +47.7% | +33.2% |
| 3Y | +67.0% | -9.6% | +76.7% | +57.9% |
| 5Y | +64.2% | +15.7% | +48.5% | +31.7% |
| 10Y | +172.5% | +166.9% | +5.7% | +35.6% |
| All | +2,107.4% | +1,221.0% | +886.4% | +304.1% |
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