+143.7%
LLY vs DKS
+39.9%
+103.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | +3.7% |
| 7D | +0.1% | +3.8% | -3.8% | -0.4% |
| 30D | +19.7% | +8.1% | +11.7% | +18.6% |
| 3M | +19.3% | -28.6% | +47.9% | +23.5% |
| 6M | +49.3% | -33.6% | +82.9% | +55.8% |
| YTD | +32.0% | -23.8% | +55.8% | +34.8% |
| 1Y | +53.7% | -30.7% | +84.5% | +58.9% |
| 3Y | +143.7% | +41.5% | +102.2% | +180.3% |
| All | +143.7% | +39.9% | +103.9% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling