-5.9%
DASH vs LNT
+69.1%
-75.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -10.2% | -0.2% | -10.0% | -10.2% |
| 30D | -8.2% | +11.6% | -19.8% | -8.8% |
| 3M | -15.9% | +8.2% | -24.1% | -16.4% |
| 6M | +13.3% | +3.1% | +10.2% | +13.0% |
| YTD | -21.3% | +16.8% | -38.1% | -22.4% |
| 1Y | -11.1% | +11.6% | -22.8% | -12.0% |
| 3Y | +103.8% | +67.4% | +36.4% | +95.8% |
| 5Y | -21.6% | +56.8% | -78.4% | -21.5% |
| All | -5.9% | +69.1% | -75.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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