+57.3%
LLY vs DLTR
+45.2%
+12.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.6% | -9.0% | -1.3% |
| 7D | +10.1% | +15.6% | -5.5% | +6.8% |
| 30D | +24.0% | +29.9% | -5.8% | +17.9% |
| 3M | +27.3% | +12.5% | +14.8% | +23.9% |
| 6M | +47.0% | +56.3% | -9.3% | +35.3% |
| YTD | +32.6% | +19.5% | +13.1% | +26.1% |
| 1Y | +57.3% | +44.0% | +13.3% | +49.4% |
| All | +57.3% | +45.2% | +12.1% | +49.4% |
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