-11.8%
LVS vs DECK
+730.5%
-742.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.1% | -0.9% |
| 7D | -3.9% | -3.7% | -0.2% | -2.9% |
| 30D | +7.1% | +0.6% | +6.4% | +6.8% |
| 3M | -13.2% | -7.3% | -5.9% | -11.3% |
| 6M | -22.8% | -10.9% | -11.9% | -20.8% |
| YTD | -38.0% | -18.5% | -19.6% | -35.4% |
| 1Y | -39.5% | +0.2% | -39.6% | -41.0% |
| 3Y | -12.2% | -19.8% | +7.7% | -15.4% |
| 5Y | +6.4% | +18.7% | -12.2% | -15.5% |
| All | -11.8% | +730.5% | -742.3% | -57.4% |
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