+185.8%
LMT vs DLTR
+45.3%
+140.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.2% | -10.1% | +9.9% | +0.7% |
| 30D | -13.1% | -8.1% | -5.0% | -12.5% |
| 3M | -3.9% | +2.9% | -6.7% | -4.3% |
| 6M | -18.3% | +4.3% | -22.6% | -19.0% |
| YTD | +10.3% | -3.9% | +14.3% | +10.1% |
| 1Y | +14.2% | +18.9% | -4.7% | +11.6% |
| 3Y | +35.0% | +1.9% | +33.1% | +32.4% |
| 5Y | +73.2% | +31.0% | +42.2% | +58.9% |
| All | +185.8% | +45.3% | +140.5% | +150.5% |
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