-2.7%
LQD vs DLTR
+3.4%
-6.1%
-2.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | 0.0% |
| 7D | 0.0% | -10.2% | +10.2% | +0.4% |
| 30D | -0.2% | -8.5% | +8.3% | +0.1% |
| 3M | -1.7% | +5.6% | -7.2% | -2.0% |
| 6M | -2.7% | +2.2% | -4.9% | -2.6% |
| All | -2.7% | +3.4% | -6.1% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling