-5.2%
DASH vs LNT
+66.9%
-72.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | -6.0% | +12.3% | -18.3% | -6.7% |
| 3M | -15.8% | +5.3% | -21.1% | -16.1% |
| 6M | +7.0% | +2.0% | +4.9% | +6.7% |
| YTD | -20.7% | +15.3% | -35.9% | -21.7% |
| 1Y | -8.5% | +12.3% | -20.8% | -9.5% |
| 3Y | +101.8% | +59.1% | +42.7% | +94.6% |
| 5Y | -9.6% | +51.7% | -61.3% | -10.5% |
| All | -5.2% | +66.9% | -72.1% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling