+35.0%
LMT vs DLTR
+1.4%
+33.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -0.2% | -10.1% | +9.9% | -0.3% |
| 30D | -13.1% | -8.1% | -5.0% | -13.1% |
| 3M | -3.9% | +2.9% | -6.7% | -3.9% |
| 6M | -18.3% | +4.3% | -22.6% | -18.3% |
| YTD | +10.3% | -3.9% | +14.3% | +10.2% |
| 1Y | +14.2% | +18.9% | -4.7% | +14.6% |
| 3Y | +35.0% | +1.9% | +33.1% | +37.3% |
| All | +35.0% | +1.4% | +33.6% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling