+447.5%
LLY vs DECK
+31.2%
+416.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | -0.2% |
| 7D | +10.1% | +10.4% | -0.3% | +8.6% |
| 30D | +24.0% | +11.1% | +12.9% | +22.3% |
| 3M | +27.3% | -10.8% | +38.1% | +29.0% |
| 6M | +47.0% | -8.7% | +55.7% | +48.2% |
| YTD | +32.6% | -14.0% | +46.6% | +34.2% |
| 1Y | +57.3% | +12.0% | +45.3% | +53.7% |
| 3Y | +154.9% | -10.5% | +165.4% | +149.8% |
| 5Y | +447.5% | +28.5% | +419.0% | +395.8% |
| All | +447.5% | +31.2% | +416.3% | +395.8% |
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