-14.9%
DASH vs LSCC
+72.9%
-87.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.6% | -4.7% |
| 7D | -10.6% | +1.3% | -11.9% | -10.6% |
| 30D | +2.2% | -9.7% | +11.8% | +2.7% |
| 3M | +32.3% | -23.7% | +56.0% | +34.3% |
| 6M | +19.1% | +26.5% | -7.4% | +11.8% |
| YTD | -6.5% | +57.5% | -64.0% | -17.5% |
| 1Y | -14.9% | +75.7% | -90.6% | -28.0% |
| All | -14.9% | +72.9% | -87.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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