+6,920.8%
DECK vs LEN
+2,949.7%
+3,971.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -2.2% | -3.2% | +1.0% | -1.2% |
| 30D | -13.6% | -4.9% | -8.7% | -12.2% |
| 3M | -21.2% | -8.5% | -12.8% | -19.1% |
| 6M | -21.1% | -20.7% | -0.4% | -15.1% |
| YTD | -17.2% | -17.4% | +0.2% | -12.6% |
| 1Y | -30.7% | -38.2% | +7.5% | -20.1% |
| 3Y | -3.4% | -24.9% | +21.5% | +3.5% |
| 5Y | +25.5% | -11.4% | +37.0% | +26.9% |
| 10Y | +714.7% | +110.0% | +604.6% | +504.0% |
| All | +6,920.8% | +2,949.7% | +3,971.1% | +2,265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling