+4.1%
LVS vs DECK
+718.3%
-714.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -1.5% | -2.2% | +0.7% | -0.8% |
| 30D | -3.2% | -13.6% | +10.4% | +1.0% |
| 3M | -12.0% | -21.2% | +9.3% | -5.9% |
| 6M | -19.9% | -21.1% | +1.2% | -14.8% |
| YTD | -30.6% | -17.2% | -13.4% | -28.0% |
| 1Y | -17.7% | -30.7% | +13.0% | -10.7% |
| 3Y | -14.2% | -3.4% | -10.9% | -22.9% |
| 5Y | +9.6% | +25.5% | -15.9% | -14.6% |
| All | +4.1% | +718.3% | -714.2% | -48.4% |
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