-5.2%
DASH vs LSCC
+137.0%
-142.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.3% | -2.8% |
| 7D | +0.4% | +13.0% | -12.6% | -4.4% |
| 30D | -6.0% | -19.8% | +13.8% | +0.9% |
| 3M | -15.8% | -18.4% | +2.6% | -11.1% |
| 6M | +7.0% | -16.1% | +23.1% | +6.9% |
| YTD | -20.7% | +42.7% | -63.4% | -39.9% |
| 1Y | -8.5% | +68.0% | -76.6% | -36.1% |
| 3Y | +101.8% | +85.8% | +15.9% | +12.9% |
| 5Y | -9.6% | +28.0% | -37.6% | -46.4% |
| All | -5.2% | +137.0% | -142.2% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling