+29.8%
DKS vs LTH
+145.7%
-115.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.3% |
| 7D | +9.4% | +6.4% | +3.0% | +7.6% |
| 30D | +9.8% | +16.7% | -7.0% | +5.3% |
| 3M | -29.3% | +11.7% | -41.0% | -31.3% |
| 6M | -32.6% | +48.5% | -81.1% | -39.5% |
| YTD | -22.6% | +78.4% | -101.0% | -34.3% |
| 1Y | -29.8% | +89.7% | -119.5% | -41.5% |
| 3Y | +43.2% | +245.6% | -202.4% | +1.0% |
| 5Y | +29.8% | +142.7% | -112.9% | -11.4% |
| All | +29.8% | +145.7% | -115.9% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling