+559.2%
LRCX vs DASH
+16.3%
+542.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.6% | +9.7% | +6.5% |
| 7D | +1.9% | -10.6% | +12.5% | +5.2% |
| 30D | +0.1% | +2.2% | -2.1% | -0.9% |
| 3M | -8.5% | +32.3% | -40.8% | -17.0% |
| 6M | +38.1% | +19.1% | +18.9% | +27.7% |
| YTD | +80.1% | -6.5% | +86.6% | +78.9% |
| 1Y | +208.1% | -14.9% | +223.0% | +212.6% |
| 3Y | +350.2% | +151.9% | +198.3% | +217.0% |
| 5Y | +430.7% | +9.4% | +421.2% | +301.6% |
| All | +559.2% | +16.3% | +542.8% | +376.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling