+1,563.7%
LITE vs DLTR
+10.7%
+1,553.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +4.0% |
| 7D | -1.5% | +2.5% | -4.0% | -1.6% |
| 30D | +6.7% | +2.1% | +4.6% | +6.5% |
| 3M | -6.8% | +20.3% | -27.0% | -8.2% |
| 6M | +29.4% | +11.5% | +17.9% | +29.2% |
| YTD | +139.1% | +6.8% | +132.3% | +139.2% |
| 1Y | +521.0% | +31.1% | +489.9% | +493.0% |
| All | +1,563.7% | +10.7% | +1,553.0% | +1,414.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling