+103.0%
LEN vs DKS
+203.5%
-100.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.7% |
| 7D | -4.8% | -3.0% | -1.8% | -3.8% |
| 30D | -6.6% | -33.4% | +26.8% | +4.4% |
| 3M | -15.7% | -39.4% | +23.7% | -2.9% |
| 6M | -16.6% | -30.1% | +13.5% | -8.9% |
| YTD | -21.3% | -31.0% | +9.6% | -13.9% |
| 1Y | -42.0% | -40.2% | -1.9% | -33.7% |
| 3Y | -27.9% | +30.9% | -58.9% | -40.6% |
| 5Y | -10.7% | +14.0% | -24.7% | -27.4% |
| All | +103.0% | +203.5% | -100.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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