+466.3%
LLY vs DLTR
+26.4%
+440.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.2% |
| 7D | +1.6% | +5.0% | -3.4% | +1.1% |
| 30D | +21.5% | +18.7% | +2.8% | +19.5% |
| 3M | +16.4% | +8.9% | +7.6% | +15.4% |
| 6M | +51.5% | +49.4% | +2.1% | +46.2% |
| YTD | +33.9% | +14.5% | +19.4% | +31.5% |
| 1Y | +49.1% | +32.5% | +16.6% | +45.0% |
| 3Y | +144.6% | +23.4% | +121.2% | +134.9% |
| 5Y | +466.3% | +26.2% | +440.2% | +441.7% |
| All | +466.3% | +26.4% | +440.0% | +441.7% |
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