-12.8%
DECK vs LEN
-14.9%
+2.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +7.1% | -1.1% | +2.9% |
| 7D | +10.4% | +10.5% | -0.1% | +5.6% |
| 30D | +11.1% | +24.6% | -13.6% | +0.5% |
| 3M | -10.8% | +6.6% | -17.4% | -13.9% |
| 6M | -8.7% | +10.6% | -19.4% | -13.5% |
| YTD | -14.0% | -8.3% | -5.7% | -12.9% |
| 1Y | +12.0% | -22.5% | +34.6% | +22.0% |
| All | -12.8% | -14.9% | +2.2% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling