+1,402.3%
LITE vs DKS
+224.7%
+1,177.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.7% |
| 7D | -35.9% | -2.1% | -33.8% | -35.6% |
| 30D | -51.5% | +7.3% | -58.9% | -52.5% |
| 3M | -35.7% | -28.4% | -7.3% | -32.4% |
| 6M | -43.0% | -36.9% | -6.1% | -38.8% |
| YTD | +46.1% | -27.3% | +73.4% | +50.1% |
| 1Y | +124.7% | -33.2% | +157.9% | +135.9% |
| 3Y | +1,172.1% | +32.2% | +1,139.9% | +1,027.0% |
| 5Y | +477.0% | +22.3% | +454.7% | +397.7% |
| All | +1,402.3% | +224.7% | +1,177.6% | +847.0% |
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 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