+446.3%
LRCX vs DASH
+8.6%
+437.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.6% | +9.7% | +6.6% |
| 7D | +1.9% | -10.6% | +12.5% | +5.4% |
| 30D | +0.1% | +2.2% | -2.1% | -0.9% |
| 3M | -8.5% | +32.3% | -40.8% | -17.5% |
| 6M | +38.1% | +19.1% | +18.9% | +27.1% |
| YTD | +80.1% | -6.5% | +86.6% | +79.0% |
| 1Y | +208.1% | -14.9% | +223.0% | +213.4% |
| 3Y | +350.2% | +151.9% | +198.3% | +207.1% |
| All | +446.3% | +8.6% | +437.8% | +256.6% |
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