+222.0%
LHX vs DKS
+206.3%
+15.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | -4.3% | -2.0% | -2.2% | -4.1% |
| 30D | -15.1% | -32.7% | +17.6% | -12.2% |
| 3M | -21.0% | -38.8% | +17.8% | -17.5% |
| 6M | -32.0% | -29.4% | -2.6% | -30.2% |
| YTD | -15.3% | -30.3% | +15.0% | -13.1% |
| 1Y | -11.1% | -39.6% | +28.5% | -7.5% |
| 3Y | +54.0% | +32.2% | +21.8% | +43.2% |
| 5Y | +17.1% | +15.1% | +2.0% | +8.1% |
| All | +222.0% | +206.3% | +15.7% | +147.4% |
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