+1,568.0%
LITE vs DLTR
+80.3%
+1,487.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.4% |
| 7D | +22.6% | +2.4% | +20.1% | +22.1% |
| 30D | -36.8% | +21.5% | -58.3% | -38.9% |
| 3M | -33.0% | +9.8% | -42.9% | -34.5% |
| 6M | -37.1% | +58.6% | -95.7% | -43.5% |
| YTD | +69.5% | +14.8% | +54.6% | +61.5% |
| 1Y | +146.1% | +33.0% | +113.1% | +126.2% |
| 3Y | +1,440.8% | +23.8% | +1,417.0% | +1,297.4% |
| 5Y | +580.4% | +24.9% | +555.5% | +491.5% |
| All | +1,568.0% | +80.3% | +1,487.6% | +1,075.8% |
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