+7.4%
DASH vs LII
+25.3%
-17.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | +32.3% | -24.4% | +56.7% | +48.3% |
| 6M | +19.1% | -28.7% | +47.8% | +35.7% |
| YTD | -6.5% | -19.1% | +12.6% | -3.0% |
| 1Y | -14.9% | -29.7% | +14.8% | -4.3% |
| 3Y | +151.9% | +4.8% | +147.2% | +83.7% |
| All | +7.4% | +25.3% | -17.9% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling