+15.8%
DKS vs LII
+25.3%
-9.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | +3.0% | -0.7% | +3.7% | +3.3% |
| 30D | -30.5% | -12.6% | -17.9% | -25.4% |
| 3M | -35.7% | -24.4% | -11.3% | -27.2% |
| 6M | -29.7% | -28.7% | -1.0% | -18.7% |
| YTD | -28.9% | -19.1% | -9.7% | -23.9% |
| 1Y | -35.9% | -29.7% | -6.2% | -26.2% |
| 3Y | +28.2% | +4.8% | +23.4% | +14.9% |
| All | +15.8% | +25.3% | -9.5% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling