+749.5%
LMT vs ULTA
+1,541.3%
-791.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -0.5% | -3.9% | +3.3% | -0.1% |
| 30D | -10.8% | -1.1% | -9.7% | -10.7% |
| 3M | +1.6% | +13.8% | -12.2% | -0.3% |
| 6M | -17.6% | -17.2% | -0.3% | -16.0% |
| YTD | +11.6% | -11.5% | +23.1% | +12.7% |
| 1Y | +17.2% | +3.9% | +13.3% | +15.7% |
| 3Y | +35.7% | +29.5% | +6.3% | +28.0% |
| 5Y | +75.2% | +42.9% | +32.3% | +60.3% |
| 10Y | +190.1% | +124.4% | +65.7% | +137.5% |
| All | +749.5% | +1,541.3% | -791.8% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling