+1,533.3%
LITE vs DKS
+244.9%
+1,288.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +9.6% |
| 7D | -12.9% | +3.8% | -16.7% | -13.6% |
| 30D | -46.0% | +8.1% | -54.0% | -47.1% |
| 3M | -33.0% | -28.6% | -4.4% | -29.4% |
| 6M | -34.0% | -33.6% | -0.4% | -30.0% |
| YTD | +61.7% | -23.8% | +85.5% | +64.5% |
| 1Y | +148.3% | -30.7% | +179.0% | +158.8% |
| 3Y | +1,408.5% | +41.5% | +1,367.0% | +1,216.6% |
| 5Y | +546.2% | +23.0% | +523.1% | +456.4% |
| 10Y | +1,533.3% | +236.0% | +1,297.3% | +933.1% |
| All | +1,533.3% | +244.9% | +1,288.4% | +933.1% |
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