-8.9%
DASH vs LHX
+60.6%
-69.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | -4.1% | +5.3% | -9.4% | -4.7% |
| 30D | -10.6% | +15.8% | -26.4% | -12.5% |
| 3M | -18.8% | -6.1% | -12.7% | -18.2% |
| 6M | +11.2% | -11.4% | +22.6% | +12.6% |
| YTD | -23.8% | -6.3% | -17.5% | -23.6% |
| 1Y | -12.2% | -8.0% | -4.2% | -11.8% |
| 3Y | +97.3% | +58.1% | +39.2% | +81.1% |
| 5Y | -29.8% | +36.3% | -66.2% | -38.8% |
| All | -8.9% | +60.6% | -69.6% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling