+702.6%
LNG vs DECK
+876.9%
-174.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.5% | +2.1% |
| 7D | -8.4% | +6.4% | -14.8% | -9.3% |
| 30D | +2.7% | +9.1% | -6.4% | +1.1% |
| 3M | +11.7% | -7.2% | +19.0% | +12.7% |
| 6M | +19.5% | -9.9% | +29.4% | +20.5% |
| YTD | +48.0% | -12.8% | +60.7% | +48.5% |
| 1Y | +38.4% | +10.6% | +27.8% | +32.8% |
| 3Y | +71.9% | -13.8% | +85.7% | +62.1% |
| 5Y | +179.9% | +27.6% | +152.3% | +134.1% |
| All | +702.6% | +876.9% | -174.3% | +340.3% |
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