+50.9%
LVS vs DKS
+970.3%
-919.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | +1.1% |
| 7D | +0.3% | -0.4% | +0.8% | +0.4% |
| 30D | -3.9% | -36.6% | +32.7% | +11.8% |
| 3M | -12.9% | -37.6% | +24.8% | +1.5% |
| 6M | -16.9% | -32.1% | +15.1% | -7.5% |
| YTD | -31.2% | -32.3% | +1.1% | -23.7% |
| 1Y | -16.4% | -39.5% | +23.1% | -4.1% |
| 3Y | -4.4% | +27.7% | -32.1% | -26.8% |
| 5Y | +6.7% | +15.0% | -8.4% | -22.1% |
| 10Y | +1.4% | +192.6% | -191.1% | -63.5% |
| All | +50.9% | +970.3% | -919.4% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling