-35.9%
DKS vs LII
-28.2%
-7.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | -30.5% | -12.6% | -17.9% | -27.5% |
| 3M | -35.7% | -24.4% | -11.3% | -31.1% |
| 6M | -29.7% | -28.7% | -1.0% | -23.4% |
| YTD | -28.9% | -19.1% | -9.7% | -26.8% |
| 1Y | -35.9% | -29.7% | -6.2% | -31.2% |
| All | -35.9% | -28.2% | -7.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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