+56.9%
DLTR vs LCID
-97.1%
+154.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.2% | +7.0% | -1.6% |
| 7D | +5.3% | -10.2% | +15.5% | +6.1% |
| 30D | +13.4% | -10.2% | +23.6% | +14.0% |
| 3M | +6.6% | -54.1% | +60.7% | +12.3% |
| 6M | +59.1% | -53.8% | +112.8% | +65.6% |
| YTD | +12.3% | -72.0% | +84.3% | +20.3% |
| 1Y | +33.9% | -80.5% | +114.4% | +47.1% |
| 3Y | +23.0% | -92.6% | +115.6% | +39.3% |
| 5Y | +22.1% | -99.3% | +121.4% | +53.3% |
| All | +56.9% | -97.1% | +154.0% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling