+143.9%
DASH vs LHX
+60.8%
+83.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.1% | -5.3% |
| 7D | -11.2% | -2.5% | -8.7% | -10.8% |
| 30D | -7.3% | -10.4% | +3.0% | -5.7% |
| 3M | +31.4% | -14.9% | +46.4% | +34.5% |
| 6M | +11.9% | -29.6% | +41.5% | +19.5% |
| YTD | -11.5% | -11.8% | +0.3% | -10.5% |
| 1Y | -20.0% | -5.1% | -14.9% | -20.7% |
| 3Y | +143.9% | +61.3% | +82.6% | +98.8% |
| All | +143.9% | +60.8% | +83.1% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LHX 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling