+82.4%
DLTR vs LSCC
+1,333.6%
-1,251.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.9% |
| 7D | +5.0% | +5.0% | 0.0% | +4.3% |
| 30D | +18.7% | -11.7% | +30.4% | +20.1% |
| 3M | +8.9% | -13.3% | +22.2% | +9.9% |
| 6M | +49.4% | -12.5% | +62.0% | +48.9% |
| YTD | +14.5% | +51.2% | -36.7% | +3.9% |
| 1Y | +32.5% | +65.9% | -33.4% | +18.4% |
| 3Y | +23.4% | +95.3% | -71.9% | +3.0% |
| 5Y | +26.2% | +38.6% | -12.4% | +6.4% |
| 10Y | +82.4% | +1,352.3% | -1,269.9% | +0.4% |
| All | +82.4% | +1,333.6% | -1,251.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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