I don't think you can detain such a person without a lot of training and luck. If someone's just trying to run away, there's not much one person can do to stop them unless you're willing to hurt them.

And if you do hurt them, you're going to at least have to explain yourself. If the person is a minor, you could be up on charges even if they agree he was stealing your stuff. In most states, you do NOT have the right to resort to violence to defend your property unless the person is inside your house, and sometimes not even then. Unless the person is physically threatening you, you will probably be in trouble if you hurt him.