+583.6%
LNG vs DECK
+718.3%
-134.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +3.4% | -2.2% | +5.6% | +3.8% |
| 30D | +14.9% | -13.6% | +28.5% | +17.4% |
| 3M | +21.4% | -21.2% | +42.6% | +25.4% |
| 6M | +17.8% | -21.1% | +38.9% | +21.0% |
| YTD | +51.3% | -17.2% | +68.5% | +53.3% |
| 1Y | +24.4% | -30.7% | +55.2% | +29.5% |
| 3Y | +79.7% | -3.4% | +83.0% | +63.9% |
| 5Y | +241.3% | +25.5% | +215.8% | +184.3% |
| All | +583.6% | +718.3% | -134.7% | +284.2% |
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