+236.0%
DKS vs LII
+170.7%
+65.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +3.6% |
| 7D | +3.8% | -1.2% | +5.0% | +4.7% |
| 30D | +8.1% | -2.0% | +10.0% | +9.0% |
| 3M | -28.6% | -20.2% | -8.4% | -18.7% |
| 6M | -33.6% | -32.5% | -1.1% | -19.0% |
| YTD | -23.8% | -27.4% | +3.6% | -12.6% |
| 1Y | -30.7% | -28.2% | -2.6% | -20.1% |
| 3Y | +41.5% | -7.2% | +48.7% | +34.7% |
| 5Y | +23.0% | +19.9% | +3.1% | -5.3% |
| 10Y | +236.0% | +168.6% | +67.3% | +69.0% |
| All | +236.0% | +170.7% | +65.3% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling