+6.9%
DLTR vs LII
+2.8%
+4.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.3% |
| 7D | -5.8% | +2.1% | -7.9% | -6.2% |
| 30D | -5.2% | -12.4% | +7.2% | -2.5% |
| 3M | +15.2% | -24.8% | +40.0% | +21.0% |
| 6M | +7.1% | -25.2% | +32.3% | +12.1% |
| YTD | +0.8% | -20.3% | +21.1% | +3.7% |
| 1Y | +24.8% | -32.9% | +57.7% | +33.4% |
| 3Y | +6.9% | +2.0% | +4.9% | +4.1% |
| All | +6.9% | +2.8% | +4.1% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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