+901.5%
LITE vs DECK
+25.5%
+876.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.5% |
| 7D | -1.5% | -2.2% | +0.7% | -0.8% |
| 30D | +6.7% | -13.6% | +20.2% | +11.2% |
| 3M | -6.8% | -21.2% | +14.5% | -0.9% |
| 6M | +29.4% | -21.1% | +50.5% | +36.8% |
| YTD | +139.1% | -17.2% | +156.3% | +145.0% |
| 1Y | +521.0% | -30.7% | +551.7% | +573.5% |
| 3Y | +1,535.3% | -3.4% | +1,538.6% | +1,415.4% |
| All | +901.5% | +25.5% | +876.0% | +645.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling