+208.6%
LMT vs DECK
+874.1%
-665.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -11.0% | +5.8% | -16.7% | -11.3% |
| 30D | +13.6% | +7.9% | +5.7% | +12.9% |
| 3M | -2.1% | -11.4% | +9.3% | -1.4% |
| 6M | +11.7% | -16.6% | +28.2% | +12.8% |
| YTD | +19.4% | -16.4% | +35.7% | +20.2% |
| 1Y | +24.1% | +8.6% | +15.4% | +22.6% |
| 3Y | +36.2% | -15.1% | +51.3% | +32.8% |
| 5Y | +90.7% | +22.9% | +67.8% | +78.1% |
| All | +208.6% | +874.1% | -665.5% | +131.7% |
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