+14,843.3%
LLY vs DLTR
+11,640.8%
+3,202.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | +2.5% | -4.6% | -2.4% |
| 30D | -1.6% | +2.1% | -3.7% | -1.9% |
| 3M | +2.3% | +20.3% | -18.0% | -0.1% |
| 6M | +14.9% | +11.5% | +3.4% | +12.9% |
| YTD | +7.5% | +6.8% | +0.6% | +6.0% |
| 1Y | +55.7% | +31.1% | +24.6% | +49.4% |
| 3Y | +110.6% | +10.7% | +99.9% | +102.0% |
| 5Y | +363.4% | +41.6% | +321.8% | +323.0% |
| 10Y | +1,649.0% | +58.1% | +1,590.8% | +1,429.0% |
| All | +14,843.3% | +11,640.8% | +3,202.5% | +7,642.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling