+3.1%
LVS vs DECK
+25.8%
-22.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.9% |
| 7D | +11.4% | +6.0% | +5.4% | +9.6% |
| 30D | +13.6% | +7.4% | +6.2% | +11.3% |
| 3M | -10.0% | -11.7% | +1.6% | -7.0% |
| 6M | -20.6% | -11.0% | -9.6% | -18.6% |
| YTD | -35.5% | -15.4% | -20.1% | -33.7% |
| 1Y | -32.9% | +7.2% | -40.1% | -35.9% |
| 3Y | -10.3% | -11.8% | +1.5% | -19.1% |
| 5Y | +3.1% | +24.3% | -21.2% | -29.4% |
| All | +3.1% | +25.8% | -22.7% | -29.4% |
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