+45.6%
DKS vs LII
-8.2%
+53.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.6% | +2.2% |
| 7D | +6.3% | +2.9% | +3.4% | +4.9% |
| 30D | +9.3% | +0.9% | +8.4% | +8.7% |
| 3M | -25.3% | -15.5% | -9.8% | -18.9% |
| 6M | -29.2% | -30.2% | +1.0% | -18.2% |
| YTD | -22.7% | -26.8% | +4.1% | -14.4% |
| 1Y | -30.1% | -25.3% | -4.8% | -23.5% |
| 3Y | +45.6% | -7.8% | +53.4% | +43.7% |
| All | +45.6% | -8.2% | +53.8% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling