+11.7%
DASH vs LNT
+54.9%
-43.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | +2.2% | -3.2% | +5.3% | +2.3% |
| 3M | +32.3% | -4.1% | +36.3% | +32.6% |
| 6M | +19.1% | -4.6% | +23.7% | +19.4% |
| YTD | -6.5% | +7.0% | -13.5% | -7.2% |
| 1Y | -14.9% | +8.3% | -23.2% | -15.7% |
| 3Y | +151.9% | +51.0% | +100.9% | +144.0% |
| 5Y | +9.4% | +30.2% | -20.7% | +2.5% |
| All | +11.7% | +54.9% | -43.2% | +27.1% |
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