+839.4%
DECK vs LEN
+147.0%
+692.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +1.8% |
| 7D | +6.8% | +0.7% | +6.1% | +6.4% |
| 30D | +8.3% | +13.0% | -4.7% | +1.9% |
| 3M | -7.9% | +1.9% | -9.7% | -9.5% |
| 6M | -10.6% | -0.7% | -9.9% | -11.3% |
| YTD | -13.4% | -13.8% | +0.4% | -9.3% |
| 1Y | +12.5% | -28.1% | +40.6% | +27.5% |
| 3Y | -14.9% | -22.8% | +8.0% | -9.2% |
| 5Y | +27.5% | -7.4% | +34.8% | +21.2% |
| 10Y | +839.4% | +143.7% | +695.7% | +469.1% |
| All | +839.4% | +147.0% | +692.4% | +469.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling