-9.3%
LHX vs DLTR
+45.2%
-54.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +9.6% | -16.1% | -6.8% |
| 7D | -0.3% | +15.6% | -15.9% | -1.1% |
| 30D | +9.7% | +29.9% | -20.2% | +8.1% |
| 3M | -8.5% | +12.5% | -21.0% | -9.2% |
| 6M | -15.1% | +56.3% | -71.4% | -18.2% |
| YTD | -10.4% | +19.5% | -29.9% | -11.9% |
| 1Y | -9.3% | +44.0% | -53.3% | -14.6% |
| All | -9.3% | +45.2% | -54.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling