+1,156.9%
DLTR vs LDOS
+495.0%
+661.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.4% |
| 7D | -2.0% | -7.2% | +5.2% | -0.2% |
| 30D | +12.8% | +16.8% | -4.1% | +8.6% |
| 3M | +1.1% | -1.6% | +2.7% | +1.4% |
| 6M | +35.9% | -1.0% | +36.9% | +35.5% |
| YTD | +6.6% | -25.8% | +32.4% | +13.1% |
| 1Y | +28.6% | -31.1% | +59.7% | +39.0% |
| 3Y | +14.0% | +32.8% | -18.8% | +1.7% |
| 5Y | +19.2% | +49.4% | -30.2% | +1.8% |
| 10Y | +78.1% | +253.9% | -175.7% | +20.9% |
| All | +1,156.9% | +495.0% | +661.9% | +605.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling