-5.9%
DASH vs LCID
-96.2%
+90.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -2.3% |
| 7D | -2.8% | +24.8% | -27.6% | -6.4% |
| 30D | -9.3% | -0.5% | -8.8% | -9.7% |
| 3M | -15.1% | -43.0% | +27.9% | -7.8% |
| 6M | +8.7% | -40.5% | +49.3% | +14.2% |
| YTD | -21.3% | -64.3% | +43.0% | -11.3% |
| 1Y | -12.7% | -78.1% | +65.4% | +6.6% |
| 3Y | +103.8% | -90.1% | +193.9% | +155.4% |
| 5Y | -16.8% | -99.1% | +82.3% | +50.6% |
| All | -5.9% | -96.2% | +90.2% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling