+4,786.4%
LMT vs DLTR
+10,476.7%
-5,690.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.8% |
| 7D | -1.3% | -10.2% | +8.9% | -0.5% |
| 30D | -12.5% | -8.5% | -4.0% | -11.9% |
| 3M | -0.5% | +5.6% | -6.0% | -1.1% |
| 6M | -20.0% | +2.2% | -22.2% | -20.5% |
| YTD | +10.4% | -3.8% | +14.2% | +10.2% |
| 1Y | +17.7% | +22.9% | -5.2% | +14.9% |
| 3Y | +34.3% | +2.0% | +32.2% | +31.2% |
| 5Y | +71.8% | +29.8% | +42.0% | +62.2% |
| 10Y | +187.0% | +45.0% | +142.0% | +163.7% |
| All | +4,786.4% | +10,476.7% | -5,690.3% | +3,735.5% |
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 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