+679.5%
LNG vs DECK
+874.1%
-194.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -15.9% | +5.8% | -21.6% | -16.7% |
| 30D | +2.1% | +7.9% | -5.8% | +0.7% |
| 3M | +4.8% | -11.4% | +16.2% | +6.5% |
| 6M | +6.8% | -16.6% | +23.4% | +9.0% |
| YTD | +44.0% | -16.4% | +60.4% | +45.4% |
| 1Y | +34.9% | +8.6% | +26.3% | +29.8% |
| 3Y | +67.3% | -15.1% | +82.4% | +57.9% |
| 5Y | +170.1% | +22.9% | +147.2% | +127.2% |
| All | +679.5% | +874.1% | -194.6% | +337.0% |
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