+417.3%
LIN vs DLTR
+88.8%
+328.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.7% | +0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +7.6% | +15.7% | -8.1% | +5.0% |
| 3M | +6.5% | +4.8% | +1.7% | +5.5% |
| 6M | +6.2% | +45.6% | -39.4% | -0.6% |
| YTD | +23.2% | +11.6% | +11.7% | +19.9% |
| 1Y | +25.4% | +29.8% | -4.4% | +18.8% |
| 3Y | +38.3% | +20.8% | +17.5% | +29.1% |
| 5Y | +64.4% | +23.5% | +41.0% | +48.0% |
| 10Y | +417.3% | +80.5% | +336.8% | +319.6% |
| All | +417.3% | +88.8% | +328.5% | +319.6% |
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 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