+7.4%
DASH vs LH
+31.5%
-24.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.8% |
| 7D | -10.6% | -2.5% | -8.1% | -9.3% |
| 30D | +2.2% | +4.3% | -2.2% | -0.3% |
| 3M | +32.3% | +25.5% | +6.7% | +16.0% |
| 6M | +19.1% | +17.0% | +2.2% | +8.7% |
| YTD | -6.5% | +31.3% | -37.8% | -20.7% |
| 1Y | -14.9% | +20.0% | -34.9% | -24.4% |
| 3Y | +151.9% | +63.9% | +88.1% | +74.2% |
| All | +7.4% | +31.5% | -24.1% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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