+11,120.8%
DLTR vs LSCC
+1,531.4%
+9,589.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.1% | -12.1% | -6.0% |
| 7D | -2.0% | +13.0% | -15.0% | -4.0% |
| 30D | +12.8% | -19.8% | +32.6% | +15.8% |
| 3M | +1.1% | -18.4% | +19.5% | +3.1% |
| 6M | +35.9% | -16.1% | +52.0% | +36.2% |
| YTD | +6.6% | +42.7% | -36.1% | -2.5% |
| 1Y | +28.6% | +68.0% | -39.4% | +14.6% |
| 3Y | +14.0% | +85.8% | -71.8% | -4.1% |
| 5Y | +19.2% | +28.0% | -8.8% | +2.3% |
| 10Y | +78.1% | +1,255.1% | -1,177.0% | -1.1% |
| All | +11,120.8% | +1,531.4% | +9,589.4% | +4,578.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling