+521.0%
LITE vs DKS
-32.3%
+553.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | -1.5% | +3.0% | -4.5% | -1.4% |
| 30D | +6.7% | -30.5% | +37.2% | +5.8% |
| 3M | -6.8% | -35.7% | +28.9% | -7.4% |
| 6M | +29.4% | -29.7% | +59.1% | +21.5% |
| YTD | +139.1% | -28.9% | +167.9% | +121.1% |
| 1Y | +521.0% | -35.9% | +556.9% | +504.7% |
| All | +521.0% | -32.3% | +553.3% | +504.7% |
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