-11.3%
LVS vs DECK
-12.4%
+1.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.8% |
| 7D | +11.4% | +6.0% | +5.4% | +10.1% |
| 30D | +13.6% | +7.4% | +6.2% | +12.0% |
| 3M | -10.0% | -11.7% | +1.6% | -8.0% |
| 6M | -20.6% | -11.0% | -9.6% | -19.2% |
| YTD | -35.5% | -15.4% | -20.1% | -34.2% |
| 1Y | -32.9% | +7.2% | -40.1% | -34.8% |
| All | -11.3% | -12.4% | +1.1% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling