-19.8%
LVS vs DECK
-10.6%
-9.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.0% | +0.5% | +4.8% |
| 7D | +13.4% | +10.4% | +3.0% | +10.6% |
| 30D | +12.2% | +11.1% | +1.1% | +9.4% |
| 3M | -10.7% | -10.8% | 0.0% | -10.1% |
| 6M | -19.8% | -8.7% | -11.1% | -18.7% |
| All | -19.8% | -10.6% | -9.3% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling