+2,024.1%
LLY vs DKS
+237.0%
+1,787.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +1.3% |
| 7D | +1.6% | +9.4% | -7.8% | +0.8% |
| 30D | +21.5% | +9.8% | +11.7% | +20.5% |
| 3M | +16.4% | -29.3% | +45.7% | +19.2% |
| 6M | +51.5% | -32.6% | +84.1% | +55.5% |
| YTD | +33.9% | -22.6% | +56.5% | +35.7% |
| 1Y | +49.1% | -29.8% | +78.9% | +52.2% |
| 3Y | +144.6% | +43.2% | +101.4% | +134.5% |
| 5Y | +466.3% | +29.8% | +436.5% | +436.1% |
| 10Y | +2,024.1% | +236.7% | +1,787.5% | +1,655.5% |
| All | +2,024.1% | +237.0% | +1,787.1% | +1,655.5% |
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