+31.1%
DLTR vs LEN
-37.1%
+68.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +2.5% | -3.2% | +5.6% | +3.7% |
| 30D | +2.1% | -4.9% | +7.0% | +3.9% |
| 3M | +20.3% | -8.5% | +28.8% | +23.8% |
| 6M | +11.5% | -20.7% | +32.2% | +19.9% |
| YTD | +6.8% | -17.4% | +24.2% | +12.6% |
| 1Y | +31.1% | -38.2% | +69.3% | +51.8% |
| All | +31.1% | -37.1% | +68.2% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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