+31.1%
DLTR vs LDOS
-24.0%
+55.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.5% | -5.4% | +7.9% | +3.1% |
| 30D | +2.1% | +4.9% | -2.8% | +1.4% |
| 3M | +20.3% | +7.2% | +13.1% | +18.9% |
| 6M | +11.5% | -24.2% | +35.8% | +12.4% |
| YTD | +6.8% | -25.8% | +32.6% | +6.1% |
| 1Y | +31.1% | -24.7% | +55.8% | +25.1% |
| All | +31.1% | -24.0% | +55.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling