-0.2%
DASH vs LHX
+23.0%
-23.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.1% | -5.3% |
| 7D | -11.2% | -2.5% | -8.7% | -10.9% |
| 30D | -7.3% | -10.4% | +3.0% | -6.0% |
| 3M | +31.4% | -14.9% | +46.4% | +34.0% |
| 6M | +11.9% | -29.6% | +41.5% | +17.6% |
| YTD | -11.5% | -11.8% | +0.3% | -10.5% |
| 1Y | -20.0% | -5.1% | -14.9% | -20.1% |
| 3Y | +143.9% | +61.3% | +82.6% | +123.2% |
| 5Y | -0.2% | +22.4% | -22.6% | -15.6% |
| All | -0.2% | +23.0% | -23.3% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling