-9.4%
DASH vs LCID
-99.2%
+89.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -11.6% | +2.2% | -7.0% |
| 7D | +0.5% | -6.9% | +7.4% | +2.1% |
| 30D | -7.1% | -28.4% | +21.3% | -0.9% |
| 3M | -13.2% | -55.5% | +42.3% | +1.5% |
| 6M | +8.3% | -52.3% | +60.6% | +20.4% |
| YTD | -20.6% | -71.8% | +51.2% | -2.9% |
| 1Y | -24.4% | -82.7% | +58.3% | +2.3% |
| 3Y | +94.5% | -93.5% | +188.1% | +189.3% |
| 5Y | -9.4% | -99.3% | +89.8% | +148.6% |
| All | -9.4% | -99.2% | +89.8% | +148.6% |
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