+23.7%
DKS vs LTH
+150.3%
-126.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | 0.0% |
| 7D | -4.7% | -3.7% | -1.0% | -3.8% |
| 30D | -35.1% | -5.3% | -29.7% | -33.9% |
| 3M | -37.7% | +24.2% | -61.9% | -41.0% |
| 6M | -30.7% | +54.8% | -85.6% | -38.5% |
| YTD | -31.9% | +56.1% | -88.0% | -39.8% |
| 1Y | -40.0% | +45.5% | -85.5% | -46.1% |
| 3Y | +28.4% | +155.9% | -127.5% | -1.6% |
| All | +23.7% | +150.3% | -126.6% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling