+27.7%
DKS vs LTH
+159.1%
-131.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.4% |
| 7D | -0.4% | +1.5% | -2.0% | -0.8% |
| 30D | -36.6% | -3.1% | -33.6% | -35.9% |
| 3M | -37.6% | +28.1% | -65.7% | -41.5% |
| 6M | -32.1% | +67.4% | -99.5% | -41.1% |
| YTD | -32.3% | +59.8% | -92.1% | -40.7% |
| 1Y | -39.5% | +45.6% | -85.1% | -45.7% |
| 3Y | +27.7% | +162.0% | -134.3% | +1.4% |
| All | +27.7% | +159.1% | -131.5% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling