+2,060.2%
LLY vs DECK
+885.7%
+1,174.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.2% | -3.6% |
| 7D | -0.7% | +6.0% | -6.7% | -1.4% |
| 30D | +17.9% | +7.4% | +10.5% | +16.9% |
| 3M | +16.8% | -11.7% | +28.5% | +18.4% |
| 6M | +38.4% | -11.0% | +49.4% | +39.9% |
| YTD | +27.6% | -15.4% | +43.0% | +29.2% |
| 1Y | +48.3% | +7.2% | +41.1% | +46.1% |
| 3Y | +145.4% | -11.8% | +157.2% | +142.2% |
| 5Y | +438.9% | +24.3% | +414.6% | +401.9% |
| All | +2,060.2% | +885.7% | +1,174.5% | +1,593.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling