+1,587.5%
LITE vs DKS
+237.0%
+1,350.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -2.1% |
| 7D | -13.9% | +9.4% | -23.3% | -15.6% |
| 30D | -46.9% | +9.8% | -56.7% | -48.2% |
| 3M | -28.0% | -29.3% | +1.3% | -23.8% |
| 6M | -35.2% | -32.6% | -2.6% | -31.5% |
| YTD | +58.9% | -22.6% | +81.4% | +60.9% |
| 1Y | +125.3% | -29.8% | +155.1% | +134.1% |
| 3Y | +1,344.4% | +43.2% | +1,301.2% | +1,156.8% |
| 5Y | +541.2% | +29.8% | +511.3% | +445.7% |
| 10Y | +1,587.5% | +236.7% | +1,350.8% | +970.5% |
| All | +1,587.5% | +237.0% | +1,350.5% | +970.5% |
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