+153.0%
DASH vs LTH
+152.2%
+0.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.7% |
| 7D | -10.6% | -0.6% | -9.9% | -10.4% |
| 30D | +2.2% | -4.6% | +6.7% | +3.5% |
| 3M | +32.3% | +32.8% | -0.5% | +20.8% |
| 6M | +19.1% | +64.6% | -45.5% | 0.0% |
| YTD | -6.5% | +62.6% | -69.2% | -21.4% |
| 1Y | -14.9% | +49.9% | -64.8% | -26.6% |
| All | +153.0% | +152.2% | +0.8% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling