+7.4%
DASH vs LSCC
+82.7%
-75.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.0% | -6.6% | -5.4% |
| 7D | -10.6% | +1.3% | -11.9% | -11.1% |
| 30D | +2.2% | -9.7% | +11.8% | +5.7% |
| 3M | +32.3% | -23.7% | +56.0% | +42.5% |
| 6M | +19.1% | +26.5% | -7.4% | 0.0% |
| YTD | -6.5% | +57.5% | -64.0% | -30.9% |
| 1Y | -14.9% | +75.7% | -90.6% | -41.1% |
| 3Y | +151.9% | +19.5% | +132.5% | +95.2% |
| All | +7.4% | +82.7% | -75.3% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling