+446.1%
LITE vs DASH
-12.0%
+458.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.4% | -9.3% | -16.3% |
| 7D | -44.6% | +0.5% | -45.1% | -44.8% |
| 30D | -55.0% | -7.1% | -48.0% | -54.4% |
| 3M | -38.3% | -13.2% | -25.1% | -36.6% |
| 6M | -48.8% | +8.3% | -57.0% | -51.2% |
| YTD | +38.3% | -20.6% | +58.8% | +42.6% |
| 1Y | +119.0% | -24.4% | +143.4% | +126.9% |
| 3Y | +1,092.0% | +94.5% | +997.5% | +864.5% |
| 5Y | +446.1% | -9.4% | +455.5% | +331.5% |
| All | +446.1% | -12.0% | +458.0% | +331.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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