+12.0%
DECK vs LEN
-21.9%
+33.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.1% | -1.1% | +3.1% |
| 7D | +10.4% | +10.5% | -0.1% | +6.1% |
| 30D | +11.1% | +24.6% | -13.6% | +1.5% |
| 3M | -10.8% | +6.6% | -17.4% | -13.3% |
| 6M | -8.7% | +10.6% | -19.4% | -12.6% |
| YTD | -14.0% | -8.3% | -5.7% | -15.1% |
| 1Y | +12.0% | -22.5% | +34.6% | +16.1% |
| All | +12.0% | -21.9% | +33.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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