+129.4%
LITE vs DLTR
+29.7%
+99.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.0% | +12.6% |
| 7D | -12.9% | -1.0% | -11.9% | -13.0% |
| 30D | -46.0% | +15.7% | -61.6% | -41.4% |
| 3M | -33.0% | +4.8% | -37.9% | -29.5% |
| 6M | -34.0% | +45.6% | -79.7% | -23.3% |
| YTD | +61.7% | +11.6% | +50.2% | +83.8% |
| All | +129.4% | +29.7% | +99.7% | +145.4% |
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