-9.5%
DASH vs LNT
+68.7%
-78.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -4.5% | +1.0% | -5.6% | -4.6% |
| 30D | -6.8% | +9.6% | -16.4% | -7.3% |
| 3M | -20.7% | +5.4% | -26.1% | -21.0% |
| 6M | +15.1% | +3.1% | +11.9% | +14.7% |
| YTD | -24.3% | +16.5% | -40.7% | -25.3% |
| 1Y | -12.1% | +12.3% | -24.5% | -13.0% |
| 3Y | +91.1% | +70.3% | +20.7% | +83.3% |
| 5Y | -30.3% | +56.4% | -86.7% | -30.2% |
| All | -9.5% | +68.7% | -78.2% | +2.3% |
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