+124.7%
LITE vs DKS
-33.9%
+158.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.6% |
| 7D | -35.9% | -2.1% | -33.8% | -36.1% |
| 30D | -51.5% | +7.3% | -58.9% | -50.7% |
| 3M | -35.7% | -28.4% | -7.3% | -38.1% |
| 6M | -43.0% | -36.9% | -6.1% | -45.3% |
| YTD | +46.1% | -27.3% | +73.4% | +34.1% |
| 1Y | +124.7% | -33.2% | +157.9% | +108.9% |
| All | +124.7% | -33.9% | +158.6% | +108.9% |
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