-5.9%
DASH vs LHX
+63.4%
-69.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -10.2% | +6.5% | -16.7% | -10.9% |
| 30D | -8.2% | +16.1% | -24.3% | -10.1% |
| 3M | -15.9% | -2.8% | -13.1% | -15.7% |
| 6M | +13.3% | -7.7% | +21.0% | +14.1% |
| YTD | -21.3% | -4.6% | -16.7% | -21.3% |
| 1Y | -11.1% | -6.8% | -4.4% | -10.8% |
| 3Y | +103.8% | +60.8% | +43.0% | +86.6% |
| 5Y | -21.6% | +39.5% | -61.2% | -31.8% |
| All | -5.9% | +63.4% | -69.4% | -16.9% |
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