-5.2%
DASH vs LII
+31.1%
-36.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.8% |
| 7D | +0.4% | -0.6% | +1.0% | +1.0% |
| 30D | -6.0% | -4.6% | -1.5% | -4.0% |
| 3M | -15.8% | -21.2% | +5.5% | -5.8% |
| 6M | +7.0% | -36.4% | +43.4% | +29.6% |
| YTD | -20.7% | -28.9% | +8.3% | -12.4% |
| 1Y | -8.5% | -29.5% | +21.0% | +1.2% |
| 3Y | +101.8% | -8.6% | +110.4% | +65.2% |
| 5Y | -9.6% | +20.2% | -29.8% | -47.5% |
| All | -5.2% | +31.1% | -36.3% | -47.4% |
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