+5.2%
LVS vs DECK
+25.5%
-20.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | -3.2% | -13.6% | +10.4% | +0.5% |
| 3M | -12.0% | -21.2% | +9.3% | -6.6% |
| 6M | -19.9% | -21.1% | +1.2% | -15.4% |
| YTD | -30.6% | -17.2% | -13.4% | -28.3% |
| 1Y | -17.7% | -30.7% | +13.0% | -11.2% |
| 3Y | -14.2% | -3.4% | -10.9% | -24.4% |
| All | +5.2% | +25.5% | -20.3% | -31.8% |
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