+741.1%
DECK vs LEN
+109.8%
+631.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -2.2% | -3.2% | +1.0% | -0.8% |
| 30D | -13.6% | -4.9% | -8.7% | -11.7% |
| 3M | -21.2% | -8.5% | -12.8% | -18.2% |
| 6M | -21.1% | -20.7% | -0.4% | -12.5% |
| YTD | -17.2% | -17.4% | +0.2% | -10.8% |
| 1Y | -30.7% | -38.2% | +7.5% | -15.1% |
| 3Y | -3.4% | -24.9% | +21.5% | +4.9% |
| 5Y | +25.5% | -11.4% | +37.0% | +22.7% |
| All | +741.1% | +109.8% | +631.4% | +395.0% |
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