+50.9%
LVS vs DLTR
+1,203.9%
-1,152.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | +0.8% |
| 7D | +0.3% | -5.8% | +6.1% | +2.1% |
| 30D | -3.9% | -5.2% | +1.3% | -2.4% |
| 3M | -12.9% | +15.2% | -28.0% | -16.8% |
| 6M | -16.9% | +7.1% | -24.1% | -19.9% |
| YTD | -31.2% | +0.8% | -32.1% | -32.7% |
| 1Y | -16.4% | +24.8% | -41.2% | -23.9% |
| 3Y | -4.4% | +6.9% | -11.3% | -13.1% |
| 5Y | +6.7% | +33.2% | -26.6% | -15.5% |
| 10Y | +1.4% | +51.6% | -50.1% | -29.8% |
| All | +50.9% | +1,203.9% | -1,152.9% | -65.1% |
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