+24.1%
LIN vs DLTR
+23.9%
+0.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.9% |
| 7D | +0.2% | -2.0% | +2.2% | +0.3% |
| 30D | +6.5% | +12.8% | -6.3% | +6.1% |
| 3M | +5.5% | +1.1% | +4.3% | +5.5% |
| 6M | +3.3% | +35.9% | -32.6% | +3.3% |
| YTD | +22.0% | +6.6% | +15.4% | +23.3% |
| All | +24.1% | +23.9% | +0.2% | +23.5% |
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