+61.9%
LIN vs DLTR
+41.6%
+20.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | -2.4% | +2.1% | -4.5% | -2.6% |
| 3M | -5.6% | +20.3% | -25.8% | -7.2% |
| 6M | -3.4% | +11.5% | -14.9% | -4.5% |
| YTD | +13.1% | +6.8% | +6.3% | +12.1% |
| 1Y | +2.5% | +31.1% | -28.6% | -0.7% |
| 3Y | +27.6% | +10.7% | +16.9% | +24.1% |
| All | +61.9% | +41.6% | +20.3% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling