+2,864.9%
LHX vs DKS
+6,026.4%
-3,161.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -3.7% | -2.9% | -0.8% | -3.2% |
| 30D | -13.2% | -37.7% | +24.6% | -6.8% |
| 3M | -18.4% | -38.9% | +20.6% | -12.2% |
| 6M | -32.0% | -31.1% | -0.9% | -28.6% |
| YTD | -13.6% | -31.8% | +18.2% | -9.4% |
| 1Y | -6.0% | -38.0% | +32.1% | -0.1% |
| 3Y | +57.9% | +28.6% | +29.3% | +41.0% |
| 5Y | +19.2% | +12.5% | +6.7% | +4.3% |
| 10Y | +232.3% | +198.3% | +33.9% | +113.2% |
| All | +2,864.9% | +6,026.4% | -3,161.5% | +1,194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling