+1,580.3%
LLY vs DLTR
+45.2%
+1,535.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.6% |
| 7D | -3.1% | -10.2% | +7.2% | -1.9% |
| 30D | -8.6% | -8.5% | -0.1% | -7.7% |
| 3M | -1.6% | +5.6% | -7.2% | -2.4% |
| 6M | +11.8% | +2.2% | +9.6% | +11.1% |
| YTD | +5.1% | -3.8% | +8.9% | +5.0% |
| 1Y | +50.7% | +22.9% | +27.8% | +46.1% |
| 3Y | +95.7% | +2.0% | +93.6% | +90.1% |
| 5Y | +390.2% | +29.8% | +360.4% | +346.2% |
| 10Y | +1,580.3% | +45.0% | +1,535.3% | +1,375.6% |
| All | +1,580.3% | +45.2% | +1,535.1% | +1,375.6% |
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