+7.4%
DASH vs LCID
-97.6%
+105.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.4% | -5.0% |
| 7D | -10.6% | -6.6% | -4.0% | -9.4% |
| 30D | +2.2% | -30.1% | +32.3% | +9.1% |
| 3M | +32.3% | -17.6% | +49.9% | +32.6% |
| 6M | +19.1% | -54.4% | +73.5% | +33.2% |
| YTD | -6.5% | -55.7% | +49.2% | +4.1% |
| 1Y | -14.9% | -71.0% | +56.1% | +2.2% |
| 3Y | +151.9% | -92.6% | +244.6% | +274.2% |
| All | +7.4% | -97.6% | +105.0% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling