+36.5%
LMT vs DKS
+27.3%
+9.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -0.5% | -4.7% | +4.2% | -0.5% |
| 30D | -10.8% | -35.1% | +24.3% | -10.4% |
| 3M | +1.6% | -37.7% | +39.3% | +2.1% |
| 6M | -17.6% | -30.7% | +13.2% | -17.1% |
| YTD | +11.6% | -31.9% | +43.5% | +12.2% |
| 1Y | +17.2% | -40.0% | +57.2% | +17.7% |
| All | +36.5% | +27.3% | +9.2% | +29.7% |
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