-11.7%
DASH vs LTH
+183.0%
-194.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -4.8% | +7.0% | -11.8% | -7.4% |
| 30D | -7.9% | +15.4% | -23.3% | -13.5% |
| 3M | -16.3% | +7.0% | -23.4% | -19.0% |
| 6M | +10.4% | +46.9% | -36.5% | -7.2% |
| YTD | -20.1% | +76.4% | -96.5% | -39.1% |
| 1Y | -11.4% | +83.7% | -95.2% | -34.0% |
| 3Y | +114.1% | +248.9% | -134.8% | +12.1% |
| 5Y | -5.8% | +141.8% | -147.6% | -52.8% |
| All | -11.7% | +183.0% | -194.7% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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