+7,190.8%
DECK vs LSCC
+1,850.0%
+5,340.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.7% | +5.7% |
| 7D | +10.4% | +3.0% | +7.4% | +9.5% |
| 30D | +11.1% | -19.3% | +30.4% | +15.0% |
| 3M | -10.8% | -22.3% | +11.5% | -7.4% |
| 6M | -8.7% | -14.6% | +5.8% | -8.4% |
| YTD | -14.0% | +45.8% | -59.8% | -23.0% |
| 1Y | +12.0% | +69.6% | -57.6% | -2.7% |
| 3Y | -10.5% | +86.1% | -96.6% | -26.2% |
| 5Y | +28.5% | +30.7% | -2.2% | +10.3% |
| 10Y | +923.3% | +1,283.9% | -360.6% | +465.7% |
| All | +7,190.8% | +1,850.0% | +5,340.8% | +2,914.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling