+4.1%
DASH vs LHX
+48.0%
-43.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -12.8% | -3.7% | -9.1% | -12.4% |
| 30D | -6.0% | -13.2% | +7.1% | -4.3% |
| 3M | +26.7% | -18.4% | +45.1% | +29.9% |
| 6M | +11.7% | -32.0% | +43.7% | +17.9% |
| YTD | -12.9% | -13.6% | +0.7% | -11.6% |
| 1Y | -23.1% | -6.0% | -17.1% | -23.1% |
| 3Y | +140.0% | +57.9% | +82.1% | +120.9% |
| 5Y | -5.1% | +19.2% | -24.3% | -15.8% |
| All | +4.1% | +48.0% | -43.9% | -6.7% |
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