-14.1%
DECK vs LTH
+273.3%
-287.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +6.0% | +5.3% | +0.7% | +4.4% |
| 30D | +7.4% | +18.3% | -10.8% | +2.1% |
| 3M | -11.7% | +5.4% | -17.0% | -13.3% |
| 6M | -11.0% | +62.5% | -73.5% | -23.5% |
| YTD | -15.4% | +79.6% | -95.0% | -29.9% |
| 1Y | +7.2% | +88.1% | -80.9% | -12.5% |
| All | -14.1% | +273.3% | -287.4% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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