+34.3%
DLTR vs LCID
-95.9%
+130.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -10.1% | -9.8% | -0.3% | -9.4% |
| 30D | -8.1% | -35.5% | +27.4% | -5.3% |
| 3M | +2.9% | -18.4% | +21.2% | +3.2% |
| 6M | +4.3% | -60.5% | +64.8% | +9.9% |
| YTD | -3.9% | -60.1% | +56.1% | +0.6% |
| 1Y | +18.9% | -78.8% | +97.7% | +30.1% |
| 3Y | +1.9% | -92.8% | +94.7% | +15.6% |
| 5Y | +31.0% | -97.9% | +128.9% | +57.7% |
| All | +34.3% | -95.9% | +130.1% | +69.8% |
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