+185.8%
LMT vs DKS
+203.5%
-17.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | -0.2% | -3.0% | +2.8% | 0.0% |
| 30D | -13.1% | -33.4% | +20.3% | -10.6% |
| 3M | -3.9% | -39.4% | +35.5% | -0.4% |
| 6M | -18.3% | -30.1% | +11.8% | -16.5% |
| YTD | +10.3% | -31.0% | +41.3% | +12.8% |
| 1Y | +14.2% | -40.2% | +54.4% | +18.0% |
| 3Y | +35.0% | +30.9% | +4.0% | +26.3% |
| 5Y | +73.2% | +14.0% | +59.2% | +60.7% |
| All | +185.8% | +203.5% | -17.7% | +115.3% |
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 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