+329.9%
LRCX vs DASH
-1.3%
+331.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.4% | +8.3% |
| 7D | -16.2% | +0.4% | -16.6% | -16.3% |
| 30D | -39.2% | -6.0% | -33.1% | -38.2% |
| 3M | -34.4% | -15.8% | -18.6% | -31.6% |
| 6M | -32.4% | +7.0% | -39.4% | -35.6% |
| YTD | +17.4% | -20.7% | +38.1% | +21.6% |
| 1Y | +24.2% | -8.5% | +32.7% | +22.3% |
| 3Y | +221.6% | +101.8% | +119.8% | +141.7% |
| 5Y | +245.2% | -9.6% | +254.8% | +174.9% |
| All | +329.9% | -1.3% | +331.2% | +224.2% |
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