+2.1%
DLTR vs LCID
-92.8%
+94.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.8% | +3.2% | -3.9% |
| 7D | -10.2% | -9.3% | -0.9% | -9.5% |
| 30D | -8.5% | -35.4% | +26.9% | -5.4% |
| 3M | +5.6% | -17.1% | +22.7% | +5.6% |
| 6M | +2.2% | -58.9% | +61.1% | +7.7% |
| YTD | -3.8% | -59.6% | +55.8% | +1.1% |
| 1Y | +22.9% | -78.0% | +100.9% | +35.5% |
| All | +2.1% | -92.8% | +94.9% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling