+8.3%
DASH vs LCID
-55.2%
+63.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -11.6% | +2.2% | -7.9% |
| 7D | +0.5% | -6.9% | +7.4% | +1.5% |
| 30D | -7.1% | -28.4% | +21.3% | -4.0% |
| 3M | -13.2% | -55.5% | +42.3% | -6.8% |
| 6M | +8.3% | -52.3% | +60.6% | +11.2% |
| All | +8.3% | -55.2% | +63.5% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling