+232.7%
LITE vs DKS
-29.5%
+262.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +7.7% | -15.6% | -6.2% |
| 7D | -31.4% | +8.4% | -39.9% | -30.1% |
| 30D | -42.6% | +7.7% | -50.3% | -41.4% |
| 3M | -26.2% | -25.8% | -0.5% | -27.9% |
| 6M | -35.8% | -31.0% | -4.8% | -38.0% |
| YTD | +70.0% | -23.8% | +93.8% | +57.2% |
| 1Y | +232.7% | -29.8% | +262.6% | +214.3% |
| All | +232.7% | -29.5% | +262.2% | +214.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling