-12.2%
DASH vs LNT
+10.8%
-23.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.2% |
| 7D | -4.1% | -0.5% | -3.5% | -4.1% |
| 30D | -10.6% | +9.9% | -20.5% | -8.6% |
| 3M | -18.8% | +4.8% | -23.6% | -19.1% |
| 6M | +11.2% | +2.2% | +9.0% | +11.1% |
| YTD | -23.8% | +15.9% | -39.7% | -15.5% |
| 1Y | -12.2% | +10.6% | -22.7% | -4.4% |
| All | -12.2% | +10.8% | -23.0% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling