+76.2%
LSCC vs DKS
-39.1%
+115.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.9% | +6.2% | +2.6% |
| 7D | +5.2% | -0.4% | +5.6% | +5.2% |
| 30D | -9.6% | -36.6% | +27.0% | +2.3% |
| 3M | -17.8% | -37.6% | +19.8% | -7.5% |
| 6M | +37.4% | -32.1% | +69.5% | +45.3% |
| YTD | +59.7% | -32.3% | +92.0% | +69.5% |
| 1Y | +76.2% | -39.5% | +115.7% | +97.3% |
| All | +76.2% | -39.1% | +115.3% | +97.3% |
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 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