+48.5%
LLY vs DLTR
+19.1%
+29.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -2.9% | -10.1% | +7.2% | -1.6% |
| 30D | -8.4% | -8.1% | -0.3% | -7.4% |
| 3M | -3.8% | +2.9% | -6.6% | -4.1% |
| 6M | +11.9% | +4.3% | +7.6% | +10.8% |
| YTD | +4.3% | -3.9% | +8.3% | +3.4% |
| 1Y | +48.5% | +18.9% | +29.6% | +51.2% |
| All | +48.5% | +19.1% | +29.4% | +51.2% |
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