+1,124.4%
LNG vs DECK
+8,924.7%
-7,800.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.7% | -4.1% |
| 7D | -12.3% | +6.0% | -18.4% | -13.0% |
| 30D | +1.6% | +7.4% | -5.9% | +0.6% |
| 3M | +10.0% | -11.7% | +21.6% | +11.4% |
| 6M | +4.2% | -11.0% | +15.2% | +5.0% |
| YTD | +44.8% | -15.4% | +60.2% | +45.9% |
| 1Y | +37.3% | +7.2% | +30.0% | +34.2% |
| 3Y | +65.8% | -11.8% | +77.7% | +61.1% |
| 5Y | +171.7% | +24.3% | +147.4% | +148.5% |
| 10Y | +697.6% | +907.5% | -209.9% | +453.7% |
| All | +1,124.4% | +8,924.7% | -7,800.3% | +808.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling