-23.1%
DASH vs LHX
-6.7%
-16.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.5% |
| 7D | -12.8% | -3.7% | -9.1% | -12.6% |
| 30D | -6.0% | -13.2% | +7.1% | -5.4% |
| 3M | +26.7% | -18.4% | +45.1% | +28.4% |
| 6M | +11.7% | -32.0% | +43.7% | +16.6% |
| YTD | -12.9% | -13.6% | +0.7% | -12.6% |
| 1Y | -23.1% | -6.0% | -17.1% | -27.1% |
| All | -23.1% | -6.7% | -16.4% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling