+4.2%
LNG vs DECK
-10.2%
+14.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -4.5% |
| 7D | -12.3% | +6.0% | -18.4% | -11.5% |
| 30D | +1.6% | +7.4% | -5.9% | +2.5% |
| 3M | +10.0% | -11.7% | +21.6% | +7.2% |
| 6M | +4.2% | -11.0% | +15.2% | +2.3% |
| All | +4.2% | -10.2% | +14.4% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling