+43.4%
DLTR vs LEN
+108.0%
-64.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.0% |
| 7D | -10.1% | -4.8% | -5.3% | -8.9% |
| 30D | -8.1% | -6.6% | -1.5% | -6.4% |
| 3M | +2.9% | -15.7% | +18.5% | +7.5% |
| 6M | +4.3% | -16.6% | +21.0% | +9.2% |
| YTD | -3.9% | -21.3% | +17.4% | +1.9% |
| 1Y | +18.9% | -42.0% | +60.9% | +36.4% |
| 3Y | +1.9% | -27.9% | +29.8% | +8.4% |
| 5Y | +31.0% | -10.7% | +41.7% | +28.6% |
| All | +43.4% | +108.0% | -64.6% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling