+7.2%
DECK vs LEN
-22.6%
+29.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | +6.0% | +7.2% | -1.2% | +3.1% |
| 30D | +7.4% | +19.1% | -11.6% | 0.0% |
| 3M | -11.7% | +4.9% | -16.5% | -13.6% |
| 6M | -11.0% | +7.6% | -18.5% | -13.9% |
| YTD | -15.4% | -8.9% | -6.5% | -16.2% |
| 1Y | +7.2% | -22.7% | +30.0% | +12.3% |
| All | +7.2% | -22.6% | +29.9% | +12.3% |
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