-38.0%
DKS vs LTH
+43.6%
-81.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.2% |
| 7D | -2.9% | -4.0% | +1.1% | -1.7% |
| 30D | -37.7% | -1.7% | -36.0% | -37.0% |
| 3M | -38.9% | +28.0% | -66.9% | -42.2% |
| 6M | -31.1% | +54.1% | -85.2% | -37.7% |
| YTD | -31.8% | +57.1% | -88.9% | -39.1% |
| 1Y | -38.0% | +45.8% | -83.8% | -41.7% |
| All | -38.0% | +43.6% | -81.6% | -41.7% |
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