+29.3%
DKS vs LTH
+160.9%
-131.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | -30.5% | -4.6% | -25.9% | -29.6% |
| 3M | -35.7% | +32.8% | -68.5% | -40.2% |
| 6M | -29.7% | +64.6% | -94.3% | -38.6% |
| YTD | -28.9% | +62.6% | -91.5% | -37.8% |
| 1Y | -35.9% | +49.9% | -85.8% | -42.8% |
| 3Y | +28.2% | +151.3% | -123.2% | -1.4% |
| All | +29.3% | +160.9% | -131.6% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling