+361.6%
LRCX vs ULTA
+31.2%
+330.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -3.1% | -3.1% | 0.0% | -2.3% |
| 30D | -8.6% | +2.8% | -11.4% | -9.4% |
| 3M | -17.7% | +14.8% | -32.4% | -21.1% |
| 6M | +36.4% | -16.2% | +52.6% | +42.4% |
| YTD | +74.5% | -9.6% | +84.2% | +77.7% |
| 1Y | +159.4% | +4.8% | +154.7% | +151.4% |
| 3Y | +361.6% | +30.7% | +330.9% | +290.6% |
| All | +361.6% | +31.2% | +330.3% | +290.6% |
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