+358.4%
LIN vs DLTR
+50.3%
+308.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -1.1% |
| 7D | -3.5% | -5.8% | +2.4% | -2.6% |
| 30D | -4.1% | -5.2% | +1.1% | -3.4% |
| 3M | -6.4% | +15.2% | -21.6% | -8.6% |
| 6M | -2.4% | +7.1% | -9.5% | -4.1% |
| YTD | +10.9% | +0.8% | +10.1% | +9.8% |
| 1Y | 0.0% | +24.8% | -24.8% | -4.7% |
| 3Y | +25.8% | +6.9% | +18.9% | +20.0% |
| 5Y | +60.8% | +33.2% | +27.6% | +40.7% |
| 10Y | +358.4% | +51.6% | +306.8% | +271.7% |
| All | +358.4% | +50.3% | +308.1% | +271.7% |
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