+51.6%
DLTR vs LSCC
+1,791.9%
-1,740.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -5.8% |
| 7D | -5.8% | +5.2% | -11.0% | -6.5% |
| 30D | -5.2% | -9.6% | +4.4% | -4.1% |
| 3M | +15.2% | -17.8% | +33.0% | +17.3% |
| 6M | +7.1% | +37.4% | -30.3% | +0.3% |
| YTD | +0.8% | +59.7% | -58.8% | -8.1% |
| 1Y | +24.8% | +76.2% | -51.4% | +11.6% |
| 3Y | +6.9% | +28.2% | -21.3% | -3.8% |
| 5Y | +33.2% | +87.2% | -54.0% | +9.2% |
| 10Y | +51.6% | +1,795.0% | -1,743.4% | -10.1% |
| All | +51.6% | +1,791.9% | -1,740.4% | -10.1% |
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