+54.0%
LHX vs ULTA
+31.2%
+22.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | -4.3% | -3.1% | -1.2% | -4.1% |
| 30D | -15.1% | +2.8% | -17.9% | -15.3% |
| 3M | -21.0% | +14.8% | -35.7% | -21.8% |
| 6M | -32.0% | -16.2% | -15.8% | -31.2% |
| YTD | -15.3% | -9.6% | -5.7% | -14.9% |
| 1Y | -11.1% | +4.8% | -15.8% | -11.6% |
| 3Y | +54.0% | +30.7% | +23.3% | +46.6% |
| All | +54.0% | +31.2% | +22.8% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 3y: compounded portfolio wealth divided by compounded ULTA 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…
3y analysis · Full analysis span regression · 6 months rolling