+2,502.5%
LITE vs DLTR
+50.3%
+2,452.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -5.6% | +16.7% | +12.0% |
| 7D | +12.6% | -5.8% | +18.4% | +13.6% |
| 30D | +9.9% | -5.2% | +15.2% | +10.5% |
| 3M | +9.3% | +15.2% | -5.9% | +5.3% |
| 6M | +75.2% | +7.1% | +68.1% | +69.5% |
| YTD | +165.5% | +0.8% | +164.6% | +159.3% |
| 1Y | +555.0% | +24.8% | +530.2% | +506.4% |
| 3Y | +1,870.5% | +6.9% | +1,863.6% | +1,737.5% |
| 5Y | +1,009.8% | +33.2% | +976.6% | +827.9% |
| 10Y | +2,502.5% | +51.6% | +2,450.9% | +1,794.1% |
| All | +2,502.5% | +50.3% | +2,452.2% | +1,794.1% |
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