-5.1%
DASH vs LII
+33.7%
-38.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.8% | -6.6% | -8.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.7% |
| 30D | -7.1% | -4.6% | -2.5% | -5.0% |
| 3M | -13.2% | -21.7% | +8.5% | -2.8% |
| 6M | +8.3% | -32.8% | +41.1% | +27.4% |
| YTD | -20.6% | -27.5% | +7.0% | -13.1% |
| 1Y | -24.4% | -28.0% | +3.6% | -17.2% |
| 3Y | +94.5% | -7.2% | +101.7% | +58.4% |
| 5Y | -9.4% | +22.6% | -32.0% | -47.9% |
| All | -5.1% | +33.7% | -38.8% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling