-40.2%
DKS vs LH
+14.9%
-55.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | -3.0% | -4.7% | +1.7% | -2.1% |
| 30D | -33.4% | -3.5% | -29.9% | -32.8% |
| 3M | -39.4% | +17.7% | -57.1% | -40.7% |
| 6M | -30.1% | +15.8% | -45.9% | -31.7% |
| YTD | -31.0% | +25.1% | -56.1% | -32.6% |
| 1Y | -40.2% | +12.5% | -52.7% | -42.9% |
| All | -40.2% | +14.9% | -55.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling