+144.2%
LNT vs DKS
+203.5%
-59.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -1.0% | -3.0% | +1.9% | -0.8% |
| 30D | -4.2% | -33.4% | +29.1% | -1.9% |
| 3M | -6.7% | -39.4% | +32.7% | -3.7% |
| 6M | -3.6% | -30.1% | +26.5% | -1.7% |
| YTD | +5.9% | -31.0% | +36.8% | +7.9% |
| 1Y | +7.3% | -40.2% | +47.4% | +10.3% |
| 3Y | +46.5% | +30.9% | +15.5% | +38.9% |
| 5Y | +32.5% | +14.0% | +18.4% | +24.7% |
| All | +144.2% | +203.5% | -59.3% | +89.5% |
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