-3.3%
LVS vs DKS
+203.5%
-206.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -3.5% | -3.0% | -0.5% | -2.8% |
| 30D | -6.2% | -33.4% | +27.1% | +1.1% |
| 3M | -14.8% | -39.4% | +24.5% | -6.4% |
| 6M | -20.9% | -30.1% | +9.2% | -16.3% |
| YTD | -33.0% | -31.0% | -2.1% | -29.2% |
| 1Y | -20.0% | -40.2% | +20.1% | -13.0% |
| 3Y | -6.9% | +30.9% | -37.9% | -19.2% |
| 5Y | +9.1% | +14.0% | -4.9% | -6.7% |
| All | -3.3% | +203.5% | -206.8% | -43.4% |
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