+5,083.9%
LITE vs DKS
+263.1%
+4,820.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | -1.5% | +3.0% | -4.5% | -2.2% |
| 30D | +6.7% | -30.5% | +37.2% | +13.5% |
| 3M | -6.8% | -35.7% | +28.9% | +0.4% |
| 6M | +29.4% | -29.7% | +59.1% | +35.0% |
| YTD | +139.1% | -28.9% | +167.9% | +148.2% |
| 1Y | +521.0% | -35.9% | +556.9% | +561.9% |
| 3Y | +1,535.3% | +28.2% | +1,507.1% | +1,380.6% |
| 5Y | +889.8% | +11.8% | +878.0% | +781.6% |
| 10Y | +2,400.7% | +211.6% | +2,189.1% | +1,521.3% |
| All | +5,083.9% | +263.1% | +4,820.7% | +3,097.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling