+5.3%
LVS vs DECK
+23.3%
-18.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +11.1% | +5.8% | +5.3% | +9.4% |
| 30D | +14.7% | +7.9% | +6.8% | +12.2% |
| 3M | -10.9% | -11.4% | +0.5% | -8.0% |
| 6M | -22.3% | -16.6% | -5.8% | -18.9% |
| YTD | -35.8% | -16.4% | -19.4% | -33.7% |
| 1Y | -33.5% | +8.6% | -42.1% | -36.7% |
| 3Y | -11.7% | -15.1% | +3.4% | -19.1% |
| All | +5.3% | +23.3% | -18.0% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling