+27.7%
DKS vs LCID
-92.3%
+119.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.8% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | -36.6% | -34.2% | -2.4% | -33.8% |
| 3M | -37.6% | -9.1% | -28.5% | -38.4% |
| 6M | -32.1% | -52.6% | +20.5% | -27.6% |
| YTD | -32.3% | -56.2% | +23.9% | -27.5% |
| 1Y | -39.5% | -74.9% | +35.4% | -30.4% |
| 3Y | +27.7% | -92.1% | +119.7% | +73.5% |
| All | +27.7% | -92.3% | +119.9% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling