+20.7%
DLTR vs LTH
+150.3%
-129.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | -9.4% | -3.7% | -5.7% | -8.9% |
| 30D | -7.3% | -5.3% | -2.0% | -6.5% |
| 3M | +7.6% | +24.2% | -16.6% | +3.9% |
| 6M | +1.6% | +54.8% | -53.3% | -5.5% |
| YTD | -3.5% | +56.1% | -59.6% | -10.5% |
| 1Y | +20.0% | +45.5% | -25.5% | +12.4% |
| 3Y | +2.3% | +155.9% | -153.6% | -14.4% |
| All | +20.7% | +150.3% | -129.6% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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