+5,845.5%
DKS vs LH
+1,663.8%
+4,181.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.3% |
| 7D | +3.0% | -2.5% | +5.5% | +4.4% |
| 30D | -30.5% | +4.3% | -34.9% | -32.1% |
| 3M | -35.7% | +25.5% | -61.2% | -43.1% |
| 6M | -29.7% | +17.0% | -46.7% | -35.6% |
| YTD | -28.9% | +31.3% | -60.1% | -38.9% |
| 1Y | -35.9% | +20.0% | -55.8% | -42.7% |
| 3Y | +28.2% | +63.9% | -35.7% | -5.2% |
| 5Y | +11.8% | +30.9% | -19.0% | -8.6% |
| 10Y | +211.6% | +191.4% | +20.2% | +56.5% |
| All | +5,845.5% | +1,663.8% | +4,181.7% | +1,289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling