+361.5%
LLY vs DLTR
+34.4%
+327.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -1.7% |
| 7D | -3.1% | -5.8% | +2.7% | -2.6% |
| 30D | -5.1% | -5.2% | +0.2% | -4.6% |
| 3M | -2.1% | +15.2% | -17.2% | -3.3% |
| 6M | +13.8% | +7.1% | +6.7% | +12.8% |
| YTD | +5.1% | +0.8% | +4.2% | +4.5% |
| 1Y | +53.1% | +24.8% | +28.3% | +49.8% |
| 3Y | +95.6% | +6.9% | +88.7% | +90.4% |
| 5Y | +361.5% | +33.2% | +328.3% | +322.8% |
| All | +361.5% | +34.4% | +327.1% | +322.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling