+40.3%
DKS vs LTH
+186.8%
-146.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +8.9% | +17.7% | -8.8% | +4.4% |
| 3M | -26.4% | +8.5% | -34.8% | -27.8% |
| 6M | -31.1% | +46.9% | -78.0% | -37.7% |
| YTD | -22.8% | +78.8% | -101.6% | -34.2% |
| 1Y | -29.5% | +84.9% | -114.4% | -40.5% |
| 3Y | +42.8% | +246.4% | -203.6% | +2.0% |
| 5Y | +29.2% | +129.6% | -100.4% | -10.0% |
| All | +40.3% | +186.8% | -146.5% | +0.8% |
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