+361.0%
DLTR vs LPLA
+1,275.5%
-914.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -5.2% |
| 7D | -5.8% | -2.1% | -3.8% | -5.5% |
| 30D | -5.2% | -3.3% | -1.9% | -4.7% |
| 3M | +15.2% | +23.5% | -8.4% | +10.5% |
| 6M | +7.1% | +12.0% | -4.9% | +4.3% |
| YTD | +0.8% | -1.7% | +2.5% | +0.3% |
| 1Y | +24.8% | +3.2% | +21.6% | +22.7% |
| 3Y | +6.9% | +46.2% | -39.3% | -3.5% |
| 5Y | +33.2% | +144.9% | -111.7% | +5.4% |
| 10Y | +51.6% | +1,195.1% | -1,143.5% | -13.2% |
| All | +361.0% | +1,275.5% | -914.4% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LPLA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling