+69.6%
LSCC vs DKS
-29.5%
+99.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.5% | -0.1% |
| 7D | +3.0% | +8.4% | -5.5% | +1.2% |
| 30D | -19.3% | +7.7% | -26.9% | -20.9% |
| 3M | -22.3% | -25.8% | +3.5% | -16.5% |
| 6M | -14.6% | -31.0% | +16.4% | -6.5% |
| YTD | +45.8% | -23.8% | +69.6% | +46.5% |
| 1Y | +69.6% | -29.8% | +99.4% | +79.9% |
| All | +69.6% | -29.5% | +99.1% | +79.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling