+171.7%
LNG vs DECK
+25.8%
+145.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -4.2% |
| 7D | -12.3% | +6.0% | -18.4% | -12.6% |
| 30D | +1.6% | +7.4% | -5.9% | +1.1% |
| 3M | +10.0% | -11.7% | +21.6% | +10.6% |
| 6M | +4.2% | -11.0% | +15.2% | +4.5% |
| YTD | +44.8% | -15.4% | +60.2% | +45.2% |
| 1Y | +37.3% | +7.2% | +30.0% | +34.6% |
| 3Y | +65.8% | -11.8% | +77.7% | +59.1% |
| 5Y | +171.7% | +24.3% | +147.4% | +161.2% |
| All | +171.7% | +25.8% | +145.9% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling