-9.8%
LEN vs DKS
+15.5%
-25.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | -3.4% | -2.9% | -0.5% | -2.5% |
| 30D | -5.7% | -37.7% | +32.1% | +7.0% |
| 3M | -12.2% | -38.9% | +26.7% | +0.2% |
| 6M | -18.3% | -31.1% | +12.8% | -10.8% |
| YTD | -20.2% | -31.8% | +11.6% | -12.8% |
| 1Y | -40.1% | -38.0% | -2.0% | -32.7% |
| 3Y | -26.2% | +28.6% | -54.8% | -39.6% |
| 5Y | -9.8% | +12.5% | -22.4% | -31.5% |
| All | -9.8% | +15.5% | -25.3% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling