+152.4%
DKNG vs LII
+53.0%
+99.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.3% |
| 7D | +3.0% | -6.3% | +9.3% | +6.5% |
| 30D | -3.0% | -13.0% | +10.0% | +4.2% |
| 3M | -17.6% | -29.0% | +11.4% | -4.5% |
| 6M | -3.2% | -27.7% | +24.4% | +8.4% |
| YTD | -28.2% | -24.2% | -4.0% | -22.8% |
| 1Y | -46.1% | -34.8% | -11.3% | -37.1% |
| 3Y | -22.2% | -4.2% | -18.0% | -34.2% |
| 5Y | -60.4% | +20.9% | -81.3% | -73.2% |
| All | +152.4% | +53.0% | +99.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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