+11.7%
DASH vs LII
+49.2%
-37.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.2% |
| 7D | -10.6% | -0.7% | -9.8% | -10.3% |
| 30D | +2.2% | -12.6% | +14.8% | +8.7% |
| 3M | +32.3% | -24.4% | +56.7% | +47.8% |
| 6M | +19.1% | -28.7% | +47.8% | +35.2% |
| YTD | -6.5% | -19.1% | +12.6% | -2.9% |
| 1Y | -14.9% | -29.7% | +14.8% | -4.6% |
| 3Y | +151.9% | +4.8% | +147.2% | +92.3% |
| 5Y | +9.4% | +24.6% | -15.1% | -38.5% |
| All | +11.7% | +49.2% | -37.4% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling