+17.9%
LMT vs ULTA
+6.6%
+11.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -6.3% | +9.0% | -15.3% | -6.7% |
| 30D | -8.5% | +4.6% | -13.1% | -8.9% |
| 3M | +1.8% | +22.0% | -20.1% | +0.6% |
| 6M | -19.9% | -14.7% | -5.2% | -19.4% |
| YTD | +10.6% | -6.8% | +17.3% | +11.1% |
| 1Y | +17.9% | +6.5% | +11.4% | +20.2% |
| All | +17.9% | +6.6% | +11.3% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling