+351.0%
LRCX vs DASH
+152.1%
+198.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.6% | +9.7% | +6.4% |
| 7D | +1.9% | -10.6% | +12.5% | +4.9% |
| 30D | +0.1% | +2.2% | -2.1% | -0.9% |
| 3M | -8.5% | +32.3% | -40.8% | -16.8% |
| 6M | +38.1% | +19.1% | +18.9% | +28.4% |
| YTD | +80.1% | -6.5% | +86.6% | +82.0% |
| 1Y | +208.1% | -14.9% | +223.0% | +220.6% |
| All | +351.0% | +152.1% | +198.9% | +214.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling