-9.4%
DASH vs LSCC
+18.7%
-28.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -8.6% | -0.8% | -6.2% |
| 7D | +0.5% | -4.8% | +5.3% | +1.9% |
| 30D | -7.1% | -27.1% | +20.0% | +3.5% |
| 3M | -13.2% | -23.6% | +10.4% | -6.0% |
| 6M | +8.3% | -19.8% | +28.1% | +10.0% |
| YTD | -20.6% | +33.2% | -53.8% | -38.5% |
| 1Y | -24.4% | +55.2% | -79.6% | -45.9% |
| 3Y | +94.5% | +70.1% | +24.4% | +9.7% |
| 5Y | -9.4% | +19.5% | -29.0% | -48.8% |
| All | -9.4% | +18.7% | -28.1% | -48.8% |
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 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