-31.8%
LVS vs DLTR
+45.2%
-77.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.6% | -3.2% | +4.7% |
| 7D | +13.4% | +15.6% | -2.2% | +10.6% |
| 30D | +12.2% | +29.9% | -17.7% | +7.5% |
| 3M | -10.7% | +12.5% | -23.2% | -12.7% |
| 6M | -19.8% | +56.3% | -76.1% | -25.2% |
| YTD | -35.8% | +19.5% | -55.3% | -37.4% |
| 1Y | -31.8% | +44.0% | -75.8% | -36.7% |
| All | -31.8% | +45.2% | -77.0% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling