+46.3%
LYB vs DLTR
+45.3%
+1.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.3% | -10.1% | +10.3% | +2.6% |
| 30D | +2.5% | -8.1% | +10.6% | +4.2% |
| 3M | +1.4% | +2.9% | -1.5% | +0.1% |
| 6M | -3.5% | +4.3% | -7.8% | -6.3% |
| YTD | +52.0% | -3.9% | +55.9% | +50.5% |
| 1Y | +22.1% | +18.9% | +3.2% | +13.6% |
| 3Y | -22.8% | +1.9% | -24.7% | -27.9% |
| 5Y | -3.4% | +31.0% | -34.4% | -22.4% |
| All | +46.3% | +45.3% | +1.0% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling