+42.2%
DECK vs LTH
+186.0%
-143.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.3% | -0.4% | +4.2% |
| 7D | +10.4% | +9.9% | +0.5% | +7.4% |
| 30D | +11.1% | +18.3% | -7.2% | +5.8% |
| 3M | -10.8% | +5.9% | -16.7% | -12.5% |
| 6M | -8.7% | +80.3% | -89.1% | -23.6% |
| YTD | -14.0% | +78.3% | -92.3% | -28.1% |
| 1Y | +12.0% | +81.0% | -69.0% | -6.8% |
| 3Y | -10.5% | +269.7% | -280.1% | -39.5% |
| 5Y | +28.5% | +159.8% | -131.3% | -11.7% |
| All | +42.2% | +186.0% | -143.8% | -2.3% |
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