+206.0%
DKS vs LCID
-97.1%
+303.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.2% | +12.0% | +3.7% |
| 7D | +6.3% | -10.2% | +16.5% | +7.3% |
| 30D | +9.3% | -10.2% | +19.5% | +10.0% |
| 3M | -25.3% | -54.1% | +28.8% | -20.2% |
| 6M | -29.2% | -53.8% | +24.6% | -25.6% |
| YTD | -22.7% | -72.0% | +49.3% | -15.5% |
| 1Y | -30.1% | -80.5% | +50.4% | -20.9% |
| 3Y | +45.6% | -92.6% | +138.2% | +73.0% |
| 5Y | +28.5% | -99.3% | +127.8% | +70.6% |
| All | +206.0% | -97.1% | +303.2% | +307.4% |
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