+10,513.3%
DLTR vs LNT
+1,856.0%
+8,657.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.6% | -5.9% |
| 7D | -5.8% | +1.0% | -6.8% | -6.1% |
| 30D | -5.2% | -1.1% | -4.1% | -5.0% |
| 3M | +15.2% | -3.6% | +18.8% | +16.4% |
| 6M | +7.1% | -2.7% | +9.8% | +7.6% |
| YTD | +0.8% | +8.0% | -7.2% | -2.0% |
| 1Y | +24.8% | +10.5% | +14.3% | +20.4% |
| 3Y | +6.9% | +49.6% | -42.7% | -7.0% |
| 5Y | +33.2% | +32.2% | +1.0% | +19.6% |
| 10Y | +51.6% | +141.8% | -90.2% | +12.1% |
| All | +10,513.3% | +1,856.0% | +8,657.3% | +4,486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling