+46.1%
LNG vs DECK
+3.6%
+42.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | +0.1% |
| 7D | +11.3% | +0.1% | +11.2% | +11.4% |
| 30D | +10.6% | +4.8% | +5.8% | +11.5% |
| 3M | +16.1% | -6.9% | +23.1% | +15.0% |
| 6M | +29.6% | -7.6% | +37.1% | +28.4% |
| YTD | +60.3% | -16.3% | +76.6% | +57.0% |
| 1Y | +46.1% | +4.5% | +41.6% | +41.9% |
| All | +46.1% | +3.6% | +42.5% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling