-29.8%
DKS vs LTH
+84.0%
-113.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.3% | +1.4% | +5.9% |
| 7D | +8.4% | +9.9% | -1.4% | +5.6% |
| 30D | +7.7% | +18.3% | -10.6% | +2.9% |
| 3M | -25.8% | +5.9% | -31.7% | -26.5% |
| 6M | -31.0% | +80.3% | -111.3% | -39.9% |
| YTD | -23.8% | +78.3% | -102.1% | -34.0% |
| 1Y | -29.8% | +81.0% | -110.8% | -39.3% |
| All | -29.8% | +84.0% | -113.9% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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