+1,812.9%
ULTA vs LII
+1,376.5%
+436.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.7% |
| 7D | +9.0% | -0.7% | +9.7% | +9.3% |
| 30D | +4.6% | -12.6% | +17.2% | +11.1% |
| 3M | +22.0% | -24.4% | +46.4% | +35.7% |
| 6M | -14.7% | -28.7% | +14.0% | -3.6% |
| YTD | -6.8% | -19.1% | +12.4% | -1.4% |
| 1Y | +6.5% | -29.7% | +36.2% | +19.7% |
| 3Y | +35.6% | +4.8% | +30.8% | +19.6% |
| 5Y | +47.6% | +24.6% | +23.1% | +15.1% |
| 10Y | +128.9% | +169.2% | -40.3% | +14.5% |
| All | +1,812.9% | +1,376.5% | +436.4% | +234.2% |
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