-9.4%
DASH vs LTH
+155.3%
-164.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.8% | -10.2% | -9.7% |
| 7D | +0.5% | +5.3% | -4.8% | -1.8% |
| 30D | -7.1% | +18.3% | -25.3% | -13.8% |
| 3M | -13.2% | +5.4% | -18.6% | -15.6% |
| 6M | +8.3% | +62.5% | -54.2% | -13.9% |
| YTD | -20.6% | +79.6% | -100.2% | -40.4% |
| 1Y | -24.4% | +88.1% | -112.5% | -44.6% |
| 3Y | +94.5% | +272.5% | -177.9% | -4.2% |
| 5Y | -9.4% | +146.1% | -155.6% | -56.5% |
| All | -9.4% | +155.3% | -164.8% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling