-8.5%
DASH vs LSCC
+68.2%
-76.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.3% | -0.4% |
| 7D | +0.4% | +13.0% | -12.6% | +0.1% |
| 30D | -6.0% | -19.8% | +13.8% | -5.3% |
| 3M | -15.8% | -18.4% | +2.6% | -15.1% |
| 6M | +7.0% | -16.1% | +23.1% | +6.6% |
| YTD | -20.7% | +42.7% | -63.4% | -25.4% |
| 1Y | -8.5% | +68.0% | -76.6% | -17.1% |
| All | -8.5% | +68.2% | -76.7% | -17.1% |
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