+1,172.1%
LITE vs DLTR
+12.7%
+1,159.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.9% | +10.6% | +5.5% |
| 7D | -35.9% | -2.0% | -33.9% | -35.8% |
| 30D | -51.5% | +12.8% | -64.3% | -51.3% |
| 3M | -35.7% | +1.1% | -36.9% | -35.4% |
| 6M | -43.0% | +35.9% | -78.8% | -44.3% |
| YTD | +46.1% | +6.6% | +39.5% | +47.3% |
| 1Y | +124.7% | +28.6% | +96.1% | +117.8% |
| 3Y | +1,172.1% | +14.0% | +1,158.0% | +994.6% |
| All | +1,172.1% | +12.7% | +1,159.3% | +994.6% |
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