+170.1%
DKS vs LCID
-95.8%
+265.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.8% | +8.5% | +1.5% |
| 7D | -2.9% | -9.3% | +6.4% | -2.0% |
| 30D | -37.7% | -35.4% | -2.3% | -35.3% |
| 3M | -38.9% | -17.1% | -21.8% | -38.9% |
| 6M | -31.1% | -58.9% | +27.8% | -26.6% |
| YTD | -31.8% | -59.6% | +27.8% | -27.6% |
| 1Y | -38.0% | -78.0% | +39.9% | -30.3% |
| 3Y | +28.6% | -92.7% | +121.3% | +52.9% |
| 5Y | +12.5% | -97.8% | +110.4% | +45.4% |
| All | +170.1% | -95.8% | +265.9% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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