+277.1%
LRCX vs DASH
-30.7%
+307.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.2% |
| 7D | +12.7% | -4.5% | +17.3% | +14.4% |
| 30D | -21.3% | -6.8% | -14.5% | -19.8% |
| 3M | -32.9% | -20.7% | -12.2% | -28.5% |
| 6M | -23.4% | +15.1% | -38.4% | -29.1% |
| YTD | +32.4% | -24.3% | +56.6% | +39.7% |
| 1Y | +48.0% | -12.1% | +60.2% | +47.4% |
| 3Y | +243.9% | +91.1% | +152.9% | +152.7% |
| All | +277.1% | -30.7% | +307.8% | +144.1% |
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