+69.8%
LSCC vs DKS
-31.4%
+101.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.9% | +3.6% | +7.4% |
| 7D | +19.3% | +3.8% | +15.5% | +18.4% |
| 30D | -9.6% | +8.1% | -17.7% | -11.5% |
| 3M | -12.4% | -28.6% | +16.2% | -4.0% |
| 6M | -10.5% | -33.6% | +23.1% | +0.8% |
| YTD | +54.8% | -23.8% | +78.6% | +55.5% |
| All | +69.8% | -31.4% | +101.3% | +82.1% |
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