+43.4%
DLTR vs LH
+183.3%
-139.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -10.1% | -4.7% | -5.4% | -8.5% |
| 30D | -8.1% | -3.5% | -4.6% | -7.0% |
| 3M | +2.9% | +17.7% | -14.8% | -3.3% |
| 6M | +4.3% | +15.8% | -11.4% | -1.3% |
| YTD | -3.9% | +25.1% | -29.0% | -11.8% |
| 1Y | +18.9% | +12.5% | +6.4% | +13.1% |
| 3Y | +1.9% | +59.8% | -57.9% | -16.1% |
| 5Y | +31.0% | +27.1% | +3.9% | +15.4% |
| All | +43.4% | +183.3% | -139.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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