+2,053.0%
LLY vs DLTR
+80.3%
+1,972.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +4.6% | +2.4% | +2.2% | +4.3% |
| 30D | +22.4% | +21.5% | +0.9% | +19.5% |
| 3M | +17.1% | +9.8% | +7.3% | +15.7% |
| 6M | +44.6% | +58.6% | -14.0% | +36.6% |
| YTD | +33.5% | +14.8% | +18.6% | +30.3% |
| 1Y | +41.1% | +33.0% | +8.1% | +35.5% |
| 3Y | +143.8% | +23.8% | +119.9% | +131.3% |
| 5Y | +473.4% | +24.9% | +448.4% | +430.3% |
| All | +2,053.0% | +80.3% | +1,972.7% | +1,753.6% |
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 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