+580.4%
LITE vs DKS
+25.2%
+555.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.9% |
| 7D | +22.6% | +3.3% | +19.3% | +21.6% |
| 30D | -36.8% | +5.9% | -42.7% | -37.9% |
| 3M | -33.0% | -27.4% | -5.6% | -28.8% |
| 6M | -37.1% | -32.6% | -4.4% | -32.7% |
| YTD | +69.5% | -24.8% | +94.3% | +72.5% |
| 1Y | +146.1% | -32.8% | +179.0% | +160.7% |
| 3Y | +1,440.8% | +39.1% | +1,401.8% | +1,187.9% |
| 5Y | +580.4% | +25.0% | +555.4% | +428.4% |
| All | +580.4% | +25.2% | +555.2% | +428.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling