+3,586.8%
LITE vs DECK
+640.2%
+2,946.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.0% | -13.8% | -9.7% |
| 7D | -31.4% | +10.4% | -41.8% | -33.8% |
| 30D | -42.6% | +11.1% | -53.7% | -44.8% |
| 3M | -26.2% | -10.8% | -15.4% | -24.6% |
| 6M | -35.8% | -8.7% | -27.1% | -36.1% |
| YTD | +70.0% | -14.0% | +84.1% | +70.9% |
| 1Y | +232.7% | +12.0% | +220.7% | +204.2% |
| 3Y | +1,365.7% | -10.5% | +1,376.2% | +1,305.6% |
| 5Y | +609.5% | +28.5% | +581.0% | +483.1% |
| 10Y | +1,721.9% | +923.3% | +798.7% | +790.7% |
| All | +3,586.8% | +640.2% | +2,946.5% | +1,385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling