+2.3%
DLTR vs LEN
-28.8%
+31.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.8% | +1.4% |
| 7D | -9.4% | -7.8% | -1.7% | -7.0% |
| 30D | -7.3% | -11.0% | +3.7% | -3.7% |
| 3M | +7.6% | -12.8% | +20.3% | +12.2% |
| 6M | +1.6% | -20.2% | +21.8% | +8.6% |
| YTD | -3.5% | -23.0% | +19.5% | +3.9% |
| 1Y | +20.0% | -41.8% | +61.9% | +40.4% |
| All | +2.3% | -28.8% | +31.2% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling