+4.8%
DASH vs LSCC
+142.0%
-137.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.1% | +7.9% |
| 7D | +17.2% | +3.0% | +14.2% | +15.2% |
| 30D | +3.6% | -19.3% | +22.8% | +10.9% |
| 3M | -1.9% | -22.3% | +20.4% | +5.4% |
| 6M | +15.1% | -14.6% | +29.7% | +14.3% |
| YTD | -12.3% | +45.8% | -58.1% | -34.0% |
| 1Y | -17.2% | +69.6% | -86.8% | -42.3% |
| 3Y | +114.7% | +86.1% | +28.6% | +20.7% |
| 5Y | -4.3% | +30.7% | -35.0% | -43.7% |
| All | +4.8% | +142.0% | -137.3% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling