+222.0%
LHX vs DLTR
+45.3%
+176.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -4.3% | -10.1% | +5.8% | -3.1% |
| 30D | -15.1% | -8.1% | -7.0% | -14.4% |
| 3M | -21.0% | +2.9% | -23.8% | -21.5% |
| 6M | -32.0% | +4.3% | -36.3% | -32.8% |
| YTD | -15.3% | -3.9% | -11.4% | -15.6% |
| 1Y | -11.1% | +18.9% | -29.9% | -13.8% |
| 3Y | +54.0% | +1.9% | +52.1% | +49.7% |
| 5Y | +17.1% | +31.0% | -13.9% | +5.4% |
| All | +222.0% | +45.3% | +176.8% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling