-14.9%
DASH vs LCID
-71.9%
+57.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.4% | -4.7% |
| 7D | -10.6% | -6.6% | -4.0% | -10.1% |
| 30D | +2.2% | -30.1% | +32.3% | +4.7% |
| 3M | +32.3% | -17.6% | +49.9% | +32.3% |
| 6M | +19.1% | -54.4% | +73.5% | +23.3% |
| YTD | -6.5% | -55.7% | +49.2% | -3.1% |
| 1Y | -14.9% | -71.0% | +56.1% | -6.8% |
| All | -14.9% | -71.9% | +57.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 1y: compounded portfolio wealth divided by compounded LCID 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…
1y analysis · Full analysis span regression · 6 months rolling