-8.5%
DASH vs LCID
-81.4%
+72.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -1.3% |
| 7D | +0.4% | +8.9% | -8.6% | -0.4% |
| 30D | -6.0% | -15.4% | +9.4% | -4.9% |
| 3M | -15.8% | -52.9% | +37.1% | -10.8% |
| 6M | +7.0% | -46.8% | +53.8% | +10.4% |
| YTD | -20.7% | -68.9% | +48.2% | -14.8% |
| 1Y | -8.5% | -81.7% | +73.1% | +1.2% |
| All | -8.5% | -81.4% | +72.9% | +1.2% |
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