-1.8%
DECK vs LSCC
+20.0%
-21.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.1% |
| 7D | -2.2% | +1.3% | -3.5% | -2.5% |
| 30D | -13.6% | -9.7% | -3.9% | -11.8% |
| 3M | -21.2% | -23.7% | +2.5% | -17.4% |
| 6M | -21.1% | +26.5% | -47.6% | -28.6% |
| YTD | -17.2% | +57.5% | -74.7% | -30.4% |
| 1Y | -30.7% | +75.7% | -106.4% | -44.2% |
| All | -1.8% | +20.0% | -21.8% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling