+31.1%
DLTR vs LNT
+8.1%
+23.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +2.1% | -3.2% | +5.2% | +2.3% |
| 3M | +20.3% | -4.1% | +24.3% | +21.4% |
| 6M | +11.5% | -4.6% | +16.1% | +12.0% |
| YTD | +6.8% | +7.0% | -0.2% | +2.0% |
| 1Y | +31.1% | +8.3% | +22.8% | +23.5% |
| All | +31.1% | +8.1% | +23.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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