+888.8%
DECK vs LSCC
+1,155.2%
-266.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.6% | +7.1% | +0.9% |
| 7D | +6.0% | -4.8% | +10.8% | +7.0% |
| 30D | +7.4% | -27.1% | +34.5% | +16.2% |
| 3M | -11.7% | -23.6% | +11.9% | -6.4% |
| 6M | -11.0% | -19.8% | +8.9% | -9.4% |
| YTD | -15.4% | +33.2% | -48.6% | -27.7% |
| 1Y | +7.2% | +55.2% | -48.0% | -12.9% |
| 3Y | -11.8% | +70.1% | -81.9% | -35.1% |
| 5Y | +24.3% | +19.5% | +4.8% | -5.0% |
| All | +888.8% | +1,155.2% | -266.4% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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