+1,754.1%
ULTA vs LUMN
-50.2%
+1,804.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.8% |
| 7D | -3.1% | +2.5% | -5.6% | -3.4% |
| 30D | +2.8% | +10.3% | -7.5% | +1.3% |
| 3M | +14.8% | -18.3% | +33.0% | +17.3% |
| 6M | -16.2% | +4.4% | -20.6% | -17.9% |
| YTD | -9.6% | -10.7% | +1.1% | -10.8% |
| 1Y | +4.8% | +14.0% | -9.2% | -2.0% |
| 3Y | +30.7% | +406.6% | -375.9% | -24.2% |
| 5Y | +45.9% | -36.8% | +82.7% | +38.1% |
| 10Y | +129.0% | -56.2% | +185.2% | +112.1% |
| All | +1,754.1% | -50.2% | +1,804.3% | +1,130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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