+36.9%
DECK vs LTH
+160.9%
-124.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -13.6% | -4.6% | -9.0% | -12.5% |
| 3M | -21.2% | +32.8% | -54.1% | -27.6% |
| 6M | -21.1% | +64.6% | -85.7% | -32.2% |
| YTD | -17.2% | +62.6% | -79.9% | -28.7% |
| 1Y | -30.7% | +49.9% | -80.7% | -39.1% |
| 3Y | -3.4% | +151.3% | -154.7% | -27.3% |
| All | +36.9% | +160.9% | -124.0% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling