+1,580.3%
LLY vs DKS
+197.0%
+1,383.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -3.1% | -2.9% | -0.2% | -2.8% |
| 30D | -8.6% | -37.7% | +29.1% | -5.3% |
| 3M | -1.6% | -38.9% | +37.3% | +2.0% |
| 6M | +11.8% | -31.1% | +42.9% | +14.6% |
| YTD | +5.1% | -31.8% | +36.9% | +7.8% |
| 1Y | +50.7% | -38.0% | +88.8% | +55.6% |
| 3Y | +95.7% | +28.6% | +67.1% | +89.4% |
| 5Y | +390.2% | +12.5% | +377.6% | +369.3% |
| 10Y | +1,580.3% | +198.3% | +1,382.0% | +1,331.9% |
| All | +1,580.3% | +197.0% | +1,383.3% | +1,331.9% |
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 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