+2,080.1%
LLY vs DLTR
+76.3%
+2,003.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.5% |
| 7D | +6.7% | +5.3% | +1.4% | +6.1% |
| 30D | +19.6% | +13.4% | +6.2% | +17.7% |
| 3M | +19.7% | +6.6% | +13.1% | +18.6% |
| 6M | +42.7% | +59.1% | -16.3% | +34.8% |
| YTD | +35.1% | +12.3% | +22.9% | +32.4% |
| 1Y | +42.2% | +33.9% | +8.3% | +36.5% |
| 3Y | +140.8% | +23.0% | +117.8% | +128.6% |
| 5Y | +480.6% | +22.1% | +458.5% | +438.4% |
| All | +2,080.1% | +76.3% | +2,003.8% | +1,782.1% |
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