+923.3%
DECK vs LII
+182.9%
+740.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.6% | +2.4% | +4.2% |
| 7D | +10.4% | +7.9% | +2.5% | +6.4% |
| 30D | +11.1% | -0.6% | +11.7% | +10.9% |
| 3M | -10.8% | -19.3% | +8.6% | -1.4% |
| 6M | -8.7% | -29.8% | +21.1% | +5.5% |
| YTD | -14.0% | -25.4% | +11.4% | -4.8% |
| 1Y | +12.0% | -26.2% | +38.2% | +24.5% |
| 3Y | -10.5% | -4.5% | -5.9% | -14.9% |
| 5Y | +28.5% | +26.7% | +1.8% | +1.1% |
| 10Y | +923.3% | +179.5% | +743.8% | +478.7% |
| All | +923.3% | +182.9% | +740.4% | +478.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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